Nonparametric Recursive Variance Estimation

DOI10.1080/02331889508802510MaRDI QIDQ2785881zbMATH OpenOpenAlexFDO

Authors Ulrich Stadtmüller, Alexandre B. Tsybakov

Publication date 29 April 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889508802510

zbMATH Keywords

nonparametric regressionvariance estimationspeed of convergencerecursive kernel estimatespointwise mean square convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4164577 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Estimation of heteroscedasticity in regression analysis
• Optimal rates of convergence for nonparametric estimators
• Robust nonparametric regression with simultaneous scale curve estimation

Cited in

(10)

• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
• Modelling conditional variance function in industrial data: a case study
• Recursive estimation of time-average variance constants
• Recursive estimation of nonparametric regression with functional covariate
• Real-time estimation for functional stochastic regression models
• Asymptotic distribution of the quadratic deviation of the regression curve recursive estimator
• Rate of convergence of the density estimation of regression residual
• Nonparametric regression with additional measurement errors in the dependent variable
• scientific article; zbMATH DE number 4048855 (Why is no real title available?)
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours

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