scientific article; zbMATH DE number 4100415
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- scientific article; zbMATH DE number 426238
- The Regression of the Sample Variance on the Sample Mean
Cited in
(59)- Estimation of heteroscedasticity in regression analysis
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- Semiparametric efficient estimators in heteroscedastic error models
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
- Adaptive estimation of mean and volatility functions in (auto-)regressive models.
- Doubly penalized likelihood estimator in heteroscedastic regression
- A generalized partially linear framework for variance functions
- Regression function and noise variance tracking methods for data streams with concept drift
- Nonparametric quasi-likelihood
- Adaptive drift estimation for nonparametric diffusion model.
- On nonparametric estimation in nonlinear AR(1)-models
- Optimal estimation of variance in nonparametric regression with random design
- Variance function estimation of a one-dimensional nonstationary process
- On variance function estimation with quadratic forms
- A selective overview of nonparametric methods in financial econometrics
- Optimal variance estimation based on lagged second-order difference in nonparametric regression
- Effect of mean on variance function estimation in nonparametric regression
- Variance estimation in nonparametric regression via the difference sequence method
- Local regression for vector responses
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- Nonparametric frontier estimation via local linear regression
- scientific article; zbMATH DE number 426238 (Why is no real title available?)
- Valid post-selection inference
- Variance Function Estimation
- Nonparametric estimation of a log-variance function in scale-space
- Error variance estimation via least squares for small sample nonparametric regression
- Minimax Rates for Estimating the Variance and its Derivatives in Non–Parametric Regression
- A smooth simultaneous confidence band for conditional variance function
- Adaptive estimation of nonparametric functionals
- Real-time estimation for functional stochastic regression models
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Error variance function estimation in nonparametric regression models
- Conditional median absolute deviation
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
- Partly Conditional Survival Models for Longitudinal Data
- More efficient local polynomial regression with random-effects panel data models
- Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates
- Variance function estimation in regression model via aggregation procedures
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments
- Two-stage variational mode decomposition approach to enhance the estimates of variance function
- Nonlinear regression models with single‐index heteroscedasticity
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models
- Covariate-dependent control limits for the detection of abnormal price changes in scanner data
- Oracle-efficient estimation and global inferences for variance function of functional data
- Prediction intervals with controlled length in the heteroscedastic Gaussian regression
- Isotonic Regression for Variance Estimation and Its Role in Mean Estimation and Model Validation
- Resistant dispersion estimation for nonparametric regression
- Variance estimation for high-dimensional regression models
- Partitioning estimation of local variance based on nearest neighbors under censoring
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
- Degradation Data Analysis based on Wiener Process with a Nonlinear Drift and a Stochastic Volatility
- On the estimation of a monotone conditional variance in nonparametric regression
- Variance function additive partial linear models
- Confidence bands in nonparametric time series regression
- Adaptive variance function estimation in heteroscedastic nonparametric regression
- Variance function estimation in multivariate nonparametric regression with fixed design
- Nonparametric variance function estimation with missing data
- A semi-parametric approach to dual modeling when no replication exists
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