A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models
DOI10.1007/S00362-014-0614-6zbMATH Open1368.62098OpenAlexW2078282009MaRDI QIDQ2516632FDOQ2516632
T. Palanisamy, J. Ravichandran
Publication date: 3 August 2015
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-014-0614-6
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heteroscedasticitywavelet thresholdingovercomplete dictionarynonparametric heteroscedastic fixed design regression modelbasic pursuit
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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- Estimation of the Variance Function in Heteroscedastic Linear Regression Models
- Title not available (Why is that?)
- Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets
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