Adaptive nonparametric regression with conditional heteroskedasticity
DOI10.1017/S0266466614000450zbMATH Open1442.62743OpenAlexW2125053043MaRDI QIDQ3465600FDOQ3465600
Authors: Sainan Jin, Liangjun Su, Zhijie Xiao 
Publication date: 22 January 2016
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466614000450
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Cited In (20)
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
- On estimating the nonparametric multiplicative error models
- Adaptive Estimation of the Integral of Squared Regression Derivatives
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Regression function estimation on non compact support in an heteroscesdastic model
- Adaptive estimation in multivariate response regression with hidden variables
- Adaptive variance function estimation in heteroscedastic nonparametric regression
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- On conditional variance estimation in nonparametric regression
- Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
- Adaptive nonparametric regression on finite support
- An adaptive estimation for covariate-adjusted nonparametric regression model
- Nonparametric regression with adaptive truncation via a convex hierarchical penalty
- Adaptive estimation in a heteroscedastic nonparametric regression
- Adaptive regression with Brownian path covariate
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function
- Adaptive likelihood estimator of conditional variance function
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