Difference-based variance estimation in nonparametric regression with repeated measurement data

DOI10.1016/J.JSPI.2015.02.010MaRDI QIDQ496469zbMATH OpenOpenAlexFDO

Authors Wenlin Dai, Yanyuan Ma, Tiejun Tong, Li-Xing Zhu

Publication date 21 September 2015

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2015.02.010

zbMATH Keywords

asymptotic normalitydifference-based estimatorleast squaresnonparametric regressionrepeated measurementsresidual variance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(14)

• Optimal difference-based estimation for partially linear models
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Regression function and noise variance tracking methods for data streams with concept drift
• On variance estimation under shifts in the mean
• Variance estimation in nonparametric regression via the difference sequence method
• Optimal difference-based variance estimation in heteroscedastic nonparametric regression
• scientific article; zbMATH DE number 1423399 (Why is no real title available?)
• Robust scale estimation under shifts in the mean
• Difference-based variance estimator for nonparametric regression in complex surveys
• Autocovariance estimation in regression with a discontinuous signal and m-dependent errors: a difference-based approach
• Alternative diff-in-diffs estimators with several pretreatment periods
• Comparison of difference based variance estimators for partially linear models
• Autocovariance function estimation via difference schemes for a semiparametric change point model with m-dependent errors
• Difference-based estimation for error variances in repeated measurement regression models

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Uses Software

• R
• MASS (R)

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