Estimating residual variance in nonparametric regression using least squares
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Publication:3545420
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(36)- Mixing least-squares estimators when the variance is unknown
- A least squares method for variance estimation in heteroscedastic nonparametric regression
- 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
- Variance estimation for semiparametric regression models by local averaging
- 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
- 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
- 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
- Efficient error variance estimation in non‐parametric regression
- 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
- Weighted linear regression models with fixed weights and spherical disturbances
- Variance estimation in nonparametric regression with jump discontinuities
- 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
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Relative errors of difference-based variance estimators in nonparametric regression
- 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
- Error variance estimation in semi-functional partially linear regression models
- Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1
- Robust and efficient derivative estimation under correlated errors
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