A smooth simultaneous confidence band for conditional variance function (Q497866)
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scientific article; zbMATH DE number 6485439
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| default for all languages | No label defined |
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| English | A smooth simultaneous confidence band for conditional variance function |
scientific article; zbMATH DE number 6485439 |
Statements
A smooth simultaneous confidence band for conditional variance function (English)
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25 September 2015
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B spline
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confidence band
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heteroscedasticity
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infeasible estimator
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knots
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Nadaraya-Waston estimator
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variance function
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0.8566717505455017
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0.8469564318656921
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0.8216083645820618
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0.8006142377853394
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