Estimation of heteroscedasticity in regression analysis
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Publication:1095531
DOI10.1214/aos/1176350364zbMath0632.62040OpenAlexW2092185780WikidataQ59758270 ScholiaQ59758270MaRDI QIDQ1095531
Hans-Georg Müller, Ulrich Stadtmüller
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350364
kernel methodsweighted least squaresuniform convergence ratesparametric regressionheteroscedastic errorsuniformly consistentasymptotically unbiasedinitial estimatorslocal variance estimationsmoothed estimatorsweighted averages of m-dependent random variables
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