The estimation of residual variance in nonparametric regression

DOI10.1093/biomet/75.2.189zbMath0639.62032MaRDI QIDQ3780269

G. K. Eagleson, M. J. Buckley, Bernhard W. Silverman

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/75.2.189

zbMATH Keywords

smoothing; spline; curve estimation; nonparametric regression; minimax estimator; roughness penalty; estimation of residual variance; minimax mean squared error estimator

Mathematics Subject Classification ID

62G05: Nonparametric estimation

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