Local Polynomial Variance-Function Estimation

DOI10.2307/1271131zbMATH Open0891.62029OpenAlexW3123115077MaRDI QIDQ4355446FDOQ4355446

Authors: David Ruppert, Ulla Holst, Ola G. Hössjer, M. P. Wand 

Publication date: 25 June 1998

Full work available at URL: https://hdl.handle.net/1813/9014

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• scientific article; zbMATH DE number 802852

zbMATH Keywords

heteroscedasticitynonparametric regressionkernel smoothingconditional variance functionbandwidth selectorspolynomial smootherssmoother matrix

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics (62P99)

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