Nonparametric estimation of variance function for functional data under mixing conditions

DOI10.1080/03610926.2011.599007zbMATH Open1267.62060OpenAlexW2069948691MaRDI QIDQ2839043FDOQ2839043

Authors: Yuao Hu 

Publication date: 4 July 2013

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.599007

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• scientific article; zbMATH DE number 2202007

zbMATH Keywords

kernel regressionvariance estimationrates of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Inference of genetic networks from time course expression data using functional regression with lasso penalty
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• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Structural test in regression on functional variables
• Erratum of: ‘Non-parametric models for functional data, with application in regression, time-series prediction and curve discrimination’
• Effect of mean on variance function estimation in nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• Variance function estimation in multivariate nonparametric regression with fixed design
• On variance function estimation with quadratic forms
• Nonlinear functional models for functional responses in reproducing kernel hilbert spaces
• Adaptive variance function estimation in heteroscedastic nonparametric regression

Cited In (14)

• Functional Variance Processes
• Variance function estimation of a one-dimensional nonstationary process
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• Recent advances in functional data analysis and high-dimensional statistics
• A nonparametric estimator for the covariance function of functional data
• Conditional mode estimation for functional stationary ergodic data with responses missing at random
• Variance function estimation in regression model via aggregation procedures
• A generic approach to nonparametric function estimation with mixed data
• Real-time estimation for functional stochastic regression models
• Asymptotics for the nonparametric estimation of the mean function of a random process
• Nonparametric modelling for functional data: selected survey and tracks for future
• Change point analysis of functional variance function with stationary error
• Asymptotic properties of nonparametric M-estimation for mixing functional data
• Error variance estimation in semi-functional partially linear regression models

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