On variance function estimation with quadratic forms

DOI10.1016/0378-3758(93)90046-9MaRDI QIDQ2365880zbMATH OpenOpenAlexFDO

Authors Ulrich Stadtmüller, Hans-Georg Müller

Publication date 29 June 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(93)90046-9

zbMATH Keywords

asymptotic mean squared errorconsistencydifference schememean squared errornonparametric heteroscedastic fixed design regression modelnonparametric regressionrates of convergenceresidualssmoothingweighted average

Mathematics Subject Classification ID

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

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Cites work

• Adapting for heteroscedasticity in linear models
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Estimation of heteroscedasticity in regression analysis
• scientific article; zbMATH DE number 4100415 (Why is no real title available?)
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Nonparametric estimation of optimal performance criteria in quality engineering
• Nonparametric regression analysis of longitudinal data
• Residual variance and residual pattern in nonlinear regression
• The estimation of residual variance in nonparametric regression

Cited in

(34)

• Regression-free and robust estimation of scale for bivariate data
• Local median estimation of variance function
• Analysis of oldest-old mortality: lifetables revisited
• Nonparametric quasi-likelihood
• Model checks for parametric regression models
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
• Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
• Effect of mean on variance function estimation in nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• Nonparametric estimation of variance function for functional data under mixing conditions
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class
• VARIANCE ESTIMATION FOR QUADRATIC STATISTICS
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
• Estimating and clustering curves in the presence of heteroscedastic errors
• Variance Function Estimation
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Nonparametric estimation of a class of smooth functions
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• scientific article; zbMATH DE number 1524436 (Why is no real title available?)
• Model misspecification in parametric dual modeling
• Difference-based variance estimation in nonparametric regression with repeated measurement data
• Variance Laplacian: Quadratic Forms in Statistics
• Sharp Variance-Entropy Comparison for Nonnegative Gaussian Quadratic Forms
• Quasi-variances
• Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
• Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates
• On the convergence of two types of estimators of quadratic variation
• Variance estimation for high-dimensional regression models
• Partitioning estimation of local variance based on nearest neighbors under censoring
• On the estimation of a monotone conditional variance in nonparametric regression
• Smoothing and preservation of irregularities using local linear fitting.
• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Variance function estimation in multivariate nonparametric regression with fixed design
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach

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