Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
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Publication:4454268
DOI10.1080/0233188031000078051zbMath1037.62036MaRDI QIDQ4454268
Ursula U. Müller, Anton Schick, Wolfgang Wefelmeyer
Publication date: 8 March 2004
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0233188031000078051
efficient estimator; kernel estimator; empirical estimator; cross validation; relative mean square errors; i.i.d. representation
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
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