Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours

DOI10.1080/10485252.2012.716836zbMath1284.62214MaRDI QIDQ3145414

Paola Gloria Ferrario, Harro Walk

Publication date: 20 December 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2012.716836

zbMATH Keywords

rate of convergence; nearest neighbours; strong and weak consistency; partitioning estimation; residual and local variance

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition, Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods, Partitioning estimation of local variance based on nearest neighbors under censoring, A nearest neighbor estimate of the residual variance

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