On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
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Cites work
- Biometrika centenary: Nonparametrics
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- scientific article; zbMATH DE number 3934272 (Why is no real title available?)
- scientific article; zbMATH DE number 1384870 (Why is no real title available?)
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
Cited in
(50)- Mixing least-squares estimators when the variance is unknown
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Variational multiscale nonparametric regression: smooth functions
- Optimal bounds for aggregation of affine estimators
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Model checks for parametric regression models
- Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework
- A difference based approach to the semiparametric partial linear model
- Optimal estimation of variance in nonparametric regression with random design
- Confidence intervals for multiple isotonic regression and other monotone models
- On variance estimation under shifts in the mean
- Residual variance estimation using a nearest neighbor statistic
- Asymptotic confidence sets for the jump curve in bivariate regression problems
- Multiscale change-point segmentation: beyond step functions
- A simple variance estimator in nonparametric regression models with multivariate predictors
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Effect of mean on variance function estimation in nonparametric regression
- Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding
- Confidence regions for images observed under the Radon transform
- Variance estimation in nonparametric regression via the difference sequence method
- Statistical multiresolution estimation for variational imaging: with an application in Poisson-biophotonics
- Deep learning for inverse problems with unknown operator
- Error variance estimation for the single-index model
- A jackknifed difference-based ridge estimator in the partial linear model with correlated errors
- A semiparametric multivariate partially linear model: a difference approach
- A note on Stein-type shrinkage estimator in partial linear models
- Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
- Adaptive confidence intervals for regression functions under shape constraints
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Locally adaptive image denoising by a statistical multiresolution criterion
- Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
- Difference-based variance estimation in nonparametric regression with repeated measurement data
- Robust scale estimation under shifts in the mean
- Sparsity identification for high-dimensional partially linear model with measurement error
- Improving PSF calibration in confocal microscopic imaging -- estimating and exploiting bilateral symmetry
- Relative errors of difference-based variance estimators in nonparametric regression
- Non-parametric estimation of residual moments and covariance
- Autocovariance estimation in regression with a discontinuous signal and m-dependent errors: a difference-based approach
- Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning
- Inference for Local Parameters in Convexity Constrained Models
- Tuning parameter selection for nonparametric derivative estimation in random design
- A framework to select tuning parameters for nonparametric derivative estimation
- On Optimality of Mallows Model Averaging
- On construction of prediction intervals for heteroscedastic regression
- Variance estimation for high-dimensional regression models
- Partitioning estimation of local variance based on nearest neighbors under censoring
- Nonparametric least squares estimation in derivative families
- Frame-constrained total variation regularization for white noise regression
- Variance function estimation in multivariate nonparametric regression with fixed design
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