Estimating residual variance in nonparametric regression using least squares
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Publication:3545420
DOI10.1093/BIOMET/92.4.821zbMATH Open1151.62318OpenAlexW1988431553MaRDI QIDQ3545420FDOQ3545420
Authors: Yuedong Wang, Tiejun Tong 
Publication date: 10 December 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/26b183a24dcf5929afa1f9975192086598531a98
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Cited In (36)
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- Mixing least-squares estimators when the variance is unknown
- Partial linear single-index models with additive distortion measurement errors
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Optimal variance estimation without estimating the mean function
- Outlier detection using difference-based variance estimators in multiple regression
- A graphical method for estimating the residual variance in nonparametric regression
- Some remarks about the gasser-sroka-jennen-steinmetz variance estimator
- Variance estimation for semiparametric regression models by local averaging
- Testing discontinuities in nonparametric regression
- Non-parametric estimation of residual moments and covariance
- Error variance estimation via least squares for small sample nonparametric regression
- A nearest neighbor estimate of the residual variance
- Efficient error variance estimation in non‐parametric regression
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Residual variance estimation using a nearest neighbor statistic
- Estimating residual variance in random forest regression
- Optimal difference-based estimation for partially linear models
- Nonparametric measures of variance explained
- On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
- Global debiased DC estimations for biased estimators via pro forma regression
- Variance estimation in nonparametric regression with jump discontinuities
- Weighted linear regression models with fixed weights and spherical disturbances
- An Adaptive Two‐stage Estimation Method for Additive Models
- Model checks for parametric regression models
- Difference-based variance estimation in nonparametric regression with repeated measurement data
- Relative errors of difference-based variance estimators in nonparametric regression
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Stable and bias-corrected estimation for nonparametric regression models
- Difference-based estimation for error variances in repeated measurement regression models
- Minqe-theory and the estimation of residual variance in regressions analysis
- Jackknife empirical likelihood for the error variance in linear models
- Robust and efficient derivative estimation under correlated errors
- Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1
- Error variance estimation in semi-functional partially linear regression models
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