VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION

DOI10.1081/STA-120006074zbMATH Open1075.62548MaRDI QIDQ4449068FDOQ4449068

Colin M. Gallagher, K. B. Kulasekera

Publication date: 4 February 2004

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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zbMATH Keywords

Difference methodAsymptotic distributionNonparametric regression surfaceSparse design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Cites Work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• Testing for additivity in nonparametric regression
• On estimation of noise variance in two-dimensional signal processing
• Analysis of variance in nonparametric regression models
• Noise estimation in signal restoration using regularization

Cited In (15)

• A least squares method for variance estimation in heteroscedastic nonparametric regression
• Dependence of variance on covariate design in nonparametric link regression
• An interpolation method for adapting to sparse design in multivariate nonparametric regression
• Analysis of variance in nonparametric regression models
• Variance of estimates of variance of deviations from regression function
• Asymptotically optimal differenced estimators of error variance in nonparametric regression
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• Estimating residual variance in random forest regression
• General lack of fit tests based on families of groupings
• A covariate-matched estimator of the error variance in nonparametric regression
• Variance function estimation in multivariate nonparametric regression with fixed design
• On variance estimation in nonparametric regression
• Difference-based variance estimation in nonparametric regression with repeated measurement data
• Title not available (Why is that?)
• A simple variance estimator in nonparametric regression models with multivariate predictors

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