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

DOI10.1016/J.JSPI.2015.02.010zbMATH Open1321.62034OpenAlexW2137620827MaRDI QIDQ496469FDOQ496469

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

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zbMATH Keywords

asymptotic normalitynonparametric regressionleast squaresrepeated measurementsdifference-based estimatorresidual variance

Mathematics Subject Classification ID

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

Cites Work

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• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
• Difference-based estimation for error variances in repeated measurement regression models

Cited In (13)

• Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
• Title not available (Why is that?)
• On variance estimation under shifts in the mean
• Alternative diff-in-diffs estimators with several pretreatment periods
• Optimal difference-based estimation for partially linear models
• On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
• Comparison of difference based variance estimators for partially linear models
• Regression function and noise variance tracking methods for data streams with concept drift
• Optimal difference-based variance estimation in heteroscedastic nonparametric regression
• Robust scale estimation under shifts in the mean
• Difference-based estimation for error variances in repeated measurement regression models
• Difference-based variance estimator for nonparametric regression in complex surveys
• Variance estimation in nonparametric regression via the difference sequence method

Uses Software

• R
• MASS (R)

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