Estimation of heteroscedasticity in regression analysis
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(only showing first 100 items - show all)- Nonparametric estimation of variance function for functional data under mixing conditions
- Variance estimation in nonparametric regression via the difference sequence method
- Nonparametric quasi-likelihood
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function
- Adaptive variance function estimation in heteroscedastic nonparametric regression
- Asymptotic theory in heteroscedastic nonlinear models
- Lack-of-fit tests based on weighted ratio of residuals and variances
- Nonparametric estimation of a log-variance function in scale-space
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
- scientific article; zbMATH DE number 6295985 (Why is no real title available?)
- Bandwidth choice for robust nonparametric scale function estimation
- Nonparametric Recursive Variance Estimation
- A note on strong convergence rates in nonparametric regression
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
- Nonparametric estimation of scalar diffusions based on low frequency data
- scientific article; zbMATH DE number 17214 (Why is no real title available?)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models.
- Multiscale change-point segmentation: beyond step functions
- Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
- Variance function estimation in multivariate nonparametric regression with fixed design
- Some results for robust GM-based estimators in heteroscedastic regression models
- Variance function estimation via model selection
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors
- A two-stage hybrid procedure for estimating an inverse regression function
- Estimating functionals of the error distribution in parametric and nonparametric regression
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- On the estimation of a monotone conditional variance in nonparametric regression
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models
- The laws of the iterated logarithm of some estimates in partly linear models
- A regression model of the heteroscedastic error variance
- A multiplicative bias reduction method for nonparametric regression
- Change point estimation by local linear smoothing
- Asymptotic approximation of nonparametric regression experiments with unknown variances
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations
- Two-stage change-point estimators in smooth regression models
- Diagnostics for heteroscedasticity in regression
- On optimal estimation of the mode in nonparametric deconvolution problems
- Profiling heteroscedasticity in linear regression models
- Testing for constant variance in a linear model
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
- Nonparametric curve estimation with time series errors
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Kriging by local polynomials.
- An asymptotic theory for sliced inverse regression
- On variance function estimation with quadratic forms
- Testing heteroscedasticity in nonparametric regression models based on residual analysis
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Statistical inference of partially linear regression models with heteroscedastic errors
- Modelling conditional variance function in industrial data: a case study
- A selective overview of nonparametric methods in financial econometrics
- Rate of convergence of the density estimation of regression residual
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Partitioning estimation of local variance based on nearest neighbors under censoring
- A set-indexed process in a two-region image
- Residual variance estimation using a nearest neighbor statistic
- Effect of mean on variance function estimation in nonparametric regression
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
- Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems
- Semiparametric quantile modelling of hierarchical data
- Variance estimation for high-dimensional regression models
- On a robust local estimator for the scale function in heteroscedastic nonparametric regression
- Variance Function Estimation
- A smooth simultaneous confidence band for conditional variance function
- Heteroscedasticity detection and estimation with quantile difference method
- Fully Data-Driven Nonparametric Variance Estimators
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
- Transfer of tail information in censored regression models
- On semiparametric mode regression estimation
- Nonparametric estimation of homogeneous functions
- Nonparametric variance function estimation with missing data
- Estimation of the Variance Function in Heteroscedastic Linear Regression Models
- Nonparametric regression with additional measurement errors in the dependent variable
- SEMIPARAMETRIC TIME SERIES REGRESSION
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- Spatial adaptation in heteroscedastic regression: propagation approach
- Robust, Smoothly Heterogeneous Variance Regression
- Adjusted confidence bands for complex survey data
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Doubly penalized likelihood estimator in heteroscedastic regression
- Degeneracy in heteroscedastic regression models
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models
- A test for heteroscedasticity in functional linear models
- Equivariant variance estimation for multiple change-point model
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates
- Local median estimation of variance function
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression
- A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- Local M-estimation for conditional variance in heteroscedastic regression models
- Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data
- Estimation of change-points in a nonparametric regression function through kernel density estimation
- Semiparametric modeling of labeled-cell kinetics, with application to isotope labeling of erythrocytes
- Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Optimal estimation of variance in nonparametric regression with random design
- Oracle-efficient estimation and global inferences for variance function of functional data
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