Error variance estimation via least squares for small sample nonparametric regression

DOI10.1016/J.JSPI.2012.02.050zbMATH Open1244.62061OpenAlexW2013483747MaRDI QIDQ433760FDOQ433760

Authors: Chun Gun Park, In Young Kim, Yung-Seop Lee 

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.050

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zbMATH Keywords

tablesleast squaresLipschitz conditiondifference-based estimatorresidual variance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cites Work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Nonparametric estimation of residual variance revisited
• Title not available (Why is that?)
• Bandwidth choice for nonparametric regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Residual variance and residual pattern in nonlinear regression
• Title not available (Why is that?)
• Estimating residual variance in nonparametric regression using least squares
• Fully Data-Driven Nonparametric Variance Estimators

Cited In (7)

• A least squares method for variance estimation in heteroscedastic nonparametric regression
• Robust difference-based outlier detection
• Outlier detection using difference-based variance estimators in multiple regression
• Variance estimation for semiparametric regression models by local averaging
• A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Weighted linear regression models with fixed weights and spherical disturbances

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