Local Polynomial Variance-Function Estimation

DOI10.2307/1271131MaRDI QIDQ4355446zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bandwidth selectorsconditional variance functionheteroscedasticitykernel smoothingnonparametric regressionpolynomial smootherssmoother matrix

Mathematics Subject Classification ID

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

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