Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
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Publication:1952211
DOI10.1214/11-EJS629zbMath1274.62244MaRDI QIDQ1952211
Cornelia Wichelhaus, Rafał Kulik
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1314018118
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G05: Nonparametric estimation
Related Items
Insensitivity of Nadaraya–Watson estimators to design correlation, Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series, Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory, Variance function estimation in regression model via aggregation procedures, Universal kernel-type estimation of random fields, Local \(M\)-estimation for conditional variance function with dependent data, Local linear estimation for regression models with locally stationary long memory errors, Nonparametric estimation in a regression model with additive and multiplicative noise, Universal weighted kernel-type estimators for some class of regression models, Kernel density estimation from complex surveys in the presence of complete auxiliary information, Long-range dependent time series specification, Conditional variance estimation in regression models with long memory
Uses Software
Cites Work
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