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

DOI10.1080/02664760500079480zbMATH Open1121.62515OpenAlexW2148150509MaRDI QIDQ3592007FDOQ3592007

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

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zbMATH Keywords

heteroscedasticitystrength of association

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust Locally Weighted Regression and Smoothing Scatterplots
• Local Polynomial Variance-Function Estimation
• Title not available (Why is that?)
• Local linear regression smoothers and their minimax efficiencies
• Title not available (Why is that?)
• Title not available (Why is that?)
• Correlation Curves as Local Measures of Variance Explained by Regression
• Analyzing bagging
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function
• Recent developments in bootstrap methodology
• A comparison of quantile estimators
• Correlation curves: Measures of association as functions of covariate values
• Comparison of Quantile Estimators in Normal Sampling
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form

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