VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION

DOI10.1081/STA-120006074zbMath1075.62548MaRDI QIDQ4449068

Colin M. Gallagher, K. B. Kulasekera

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)

Related Items (5)

Asymptotically optimal differenced estimators of error variance in nonparametric regression ⋮ Difference-based variance estimation in nonparametric regression with repeated measurement data ⋮ Estimating residual variance in random forest regression ⋮ General lack of fit tests based on families of groupings ⋮ A least squares method for variance estimation in heteroscedastic nonparametric regression

Cites Work

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

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