Optimal variance estimation based on lagged second-order difference in nonparametric regression
DOI10.1007/S00180-016-0666-2zbMATH Open1417.62099DBLPjournals/cstat/WangLY17OpenAlexW2474156120WikidataQ59524184 ScholiaQ59524184MaRDI QIDQ2403403FDOQ2403403
Authors: Wenwu Wang, Lu Lin, Li Yu 
Publication date: 8 September 2017
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-016-0666-2
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Cited In (7)
- Robust estimation of nonparametric function via addition sequence
- On variance estimation under shifts in the mean
- Efficient error variance estimation in non‐parametric regression
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Optimal difference-based estimation for partially linear models
- Optimal difference-based variance estimation in heteroscedastic nonparametric regression
- Robust and efficient derivative estimation under correlated errors
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