Error variance function estimation in nonparametric regression models

DOI10.1080/03610918.2017.1315774OpenAlexW2606826373MaRDI QIDQ5084932

Yousef F. Alharbi, Prakash N. Patili

Publication date: 29 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1315774

zbMATH Keywords

kernel smoothingheteroscedasticitynonparametric regressionerror variance function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistics (62-XX)

Related Items (2)

Two-stage variational mode decomposition approach to enhance the estimates of variance function ⋮ Testing for additivity in nonparametric heteroscedastic regression models

Uses Software

• KernSmooth

Cites Work

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• Estimation of heteroscedasticity in regression analysis
• Effect of mean on variance function estimation in nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Efficient estimation of conditional variance functions in stochastic regression
• Local Polynomial Variance-Function Estimation
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function

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