Estimation of the Variance Function in Heteroscedastic Linear Regression Models
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Publication:3631435
DOI10.1080/03610920802374061zbMath1162.62065OpenAlexW2111861869MaRDI QIDQ3631435
Publication date: 9 June 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a909714835
generalized least-squaresnonparametric regression modelheteroscedastic linear regression modelvariance-reduced local linear smoothing technique
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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