VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION

DOI10.1081/STA-120006074MaRDI QIDQ4449068zbMATH OpenFDO

Authors K. B. Kulasekera, Colin M. Gallagher

Publication date 4 February 2004

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

zbMATH Keywords

Difference methodAsymptotic distributionNonparametric regression surfaceSparse design

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(16)

• 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
• Asymptotically optimal differenced estimators of error variance in nonparametric regression
• Variance of estimates of variance of deviations from regression function
• 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
• Variance estimation in nonparametric regression with jump discontinuities
• On variance estimation in nonparametric regression
• Difference-based variance estimation in nonparametric regression with repeated measurement data
• scientific article; zbMATH DE number 1406072 (Why is no real title available?)
• A simple variance estimator in nonparametric regression models with multivariate predictors

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