Smoothing the difference-based estimates of variance using variational mode decomposition

DOI10.1080/03610918.2016.1140777zbMATH Open1377.62117OpenAlexW2344670266MaRDI QIDQ4586547FDOQ4586547

Authors: T. Palanisamy 

Publication date: 27 October 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1140777

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zbMATH Keywords

heteroscedasticityvariational mode decompositiondifference-based initial estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical optimization and variational techniques (65K10)

Cited In (2)

• Two-stage variational mode decomposition approach to enhance the estimates of variance function
• Variance estimation in heteroscedastic models by undecimated Haar transform

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