Estimating residual variance in nonparametric regression using least squares

From MaRDI portal
Publication:3545420

DOI10.1093/biomet/92.4.821zbMath1151.62318OpenAlexW1988431553MaRDI QIDQ3545420

Yuedong Wang, Tie Jun Tong

Publication date: 10 December 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/26b183a24dcf5929afa1f9975192086598531a98



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (29)

Variance estimation for semiparametric regression models by local averagingBayesian jackknife empirical likelihood for the error variance in linear regression modelsError variance estimation in semi-functional partially linear regression modelsOptimal difference-based estimation for partially linear modelsAsymptotically optimal differenced estimators of error variance in nonparametric regressionOutlier detection using difference-based variance estimators in multiple regressionTesting symmetry of model errors for nonparametric regression models by using correlation coefficient1Optimal variance estimation based on lagged second-order difference in nonparametric regressionA simple bootstrap method for constructing nonparametric confidence bands for functionsGlobal debiased DC estimations for biased estimators via pro forma regressionEfficient error variance estimation in non‐parametric regressionModel checks for parametric regression modelsWeighted linear regression models with fixed weights and spherical disturbancesError variance estimation via least squares for small sample nonparametric regressionPartial linear single-index models with additive distortion measurement errorsOptimal variance estimation without estimating the mean functionStable and bias-corrected estimation for nonparametric regression modelsVariance estimation in nonparametric regression with jump discontinuitiesTesting discontinuities in nonparametric regressionAn Adaptive Two‐stage Estimation Method for Additive ModelsDifference-based variance estimation in nonparametric regression with repeated measurement dataOn the choice of difference sequence in a unified framework for variance estimation in nonparametric regressionResidual variance estimation using a nearest neighbor statisticEstimating residual variance in random forest regressionMixing least-squares estimators when the variance is unknownRelative Errors of Difference-Based Variance Estimators in Nonparametric RegressionNon-parametric estimation of residual moments and covarianceA least squares method for variance estimation in heteroscedastic nonparametric regressionJackknife empirical likelihood for the error variance in linear models


Uses Software



This page was built for publication: Estimating residual variance in nonparametric regression using least squares