Optimal variance estimation without estimating the mean function

DOI10.3150/12-BEJ432zbMath1281.62105arXiv1312.3046MaRDI QIDQ2435225

Yanyuan Ma, Yuedong Wang, Tie Jun Tong

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.3046

zbMATH Keywords

asymptotic normality; nonparametric regression; generalized least squares; difference-based estimator; optimal bounds; residual variance

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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