Estimating the conditional variance ofY, givenX, in a simple regression model

DOI10.1080/02664760500079480MaRDI QIDQ3592007zbMATHOpenAlexFDO

Authors Rand R. Wilcox

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500079480

zbMATH Keywords

heteroscedasticitystrength of association

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A comparison of quantile estimators
• Analyzing bagging
• Comparison of Quantile Estimators in Normal Sampling
• Correlation Curves as Local Measures of Variance Explained by Regression
• Correlation curves: Measures of association as functions of covariate values
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function
• Local Polynomial Variance-Function Estimation
• Local linear regression smoothers and their minimax efficiencies
• Recent developments in bootstrap methodology
• Robust Locally Weighted Regression and Smoothing Scatterplots

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