On variance estimation in nonparametric regression

DOI10.1093/BIOMET/77.2.415zbMATH Open0711.62035OpenAlexW1978326938MaRDI QIDQ3497045FDOQ3497045

Authors: J. S. Marron, Peter Hall 

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.2.415

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zbMATH Keywords

nonparametric regressionsmoothingvariance estimationkernel estimatorcurve estimationmean squaregeneral error distributionssequence of residuals

Mathematics Subject Classification ID

Density estimation (62G07)

Cited In (92)

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• Variance estimation in nonparametric regression with jump discontinuities
• An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression
• Multiple change-point detection for regression curves
• ARM using individual estimator for variance
• Adaptive nonparametric comparison of regression curves
• An evaluation of non-parametric relative risk estimators for disease maps
• Residuals density estimation in nonparametric regression
• On completely data-driven bandwidth selection for single-index models
• A least squares method for variance estimation in heteroscedastic nonparametric regression
• The max-MSE's of minimax estimators of variance in nonparametric regression
• Error variance estimation for the single-index model
• Analysis of variance in nonparametric regression models
• Variance estimation for high-dimensional regression models
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• Asymptotically optimal differenced estimators of error variance in nonparametric regression
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• A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression
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• Estimating linear functionals of the error distribution in nonparametric regression
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• Asymptotic approximation of nonparametric regression experiments with unknown variances
• Variance function estimation in multivariate nonparametric regression with fixed design
• A note on the nonparametric least-squares test for checking a polynomial relationship
• Nonparametric analysis of covariance.
• Estimating residual variance in nonparametric regression using least squares
• Nonparametric covariate adjustment for receiver operating characteristic curves
• Nonparametric comparison of several regression functions: Exact and asymptotic theory
• The estimation of residual variance in nonparametric regression
• Bandwidth selection for a data sharpening estimator in nonparametric regression
• On Variance Estimation in Semiparametric Regression Models
• Cutpoint Selection for Categorizing a Continuous Predictor
• Model checks for parametric regression models
• Nonparametric Recursive Variance Estimation
• Difference-based variance estimation in nonparametric regression with repeated measurement data
• Relative errors of difference-based variance estimators in nonparametric regression
• Goodness-of-fit test for monotone functions
• Residual variance and residual pattern in nonlinear regression
• Testing symmetry in nonparametric regression models
• A smooth simultaneous confidence band for conditional variance function
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• Fully Data-Driven Nonparametric Variance Estimators
• A simple root n bandwidth selector for nonparametric regression
• Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
• Testing linearity of regression models with dependent errors by kernel based methods
• \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
• A simple variance estimator in nonparametric regression models with multivariate predictors
• Effect of mean on variance function estimation in nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• Error variance estimation in semi-functional partially linear regression models
• Curve estimation when the design density is low

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