On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional

DOI10.1111/j.1467-9868.2005.00486.xzbMath1060.62047OpenAlexW2128011810MaRDI QIDQ4673564

Nicolai Bissantz, Thorsten Wagner, Gudrun Freitag, Axel Munk

Publication date: 6 May 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00486.x

zbMATH Keywords

efficiency simulations variance estimation imaging local polynomial residual variance differene scheme polynomial weighting scheme

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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