A smooth simultaneous confidence band for conditional variance function

DOI10.1007/s11749-015-0427-5zbMath1327.62194OpenAlexW2123975235WikidataQ61865744 ScholiaQ61865744MaRDI QIDQ497866

Li Cai

Publication date: 25 September 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0427-5

zbMATH Keywords

knotsheteroscedasticityvariance functionconfidence bandB splineinfeasible estimatorNadaraya-Waston estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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