Variance estimation in nonparametric regression with jump discontinuities

DOI10.1080/02664763.2013.842962MaRDI QIDQ5128602zbMATH OpenOpenAlexFDO

Authors Wenlin Dai, Tiejun Tong

Publication date 28 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2013.842962

zbMATH Keywords

difference-based estimatorjump pointnon-uniform designnonparametric regressionpairwise regressionresidual variance

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Estimating residual variance in nonparametric regression using least squares
• Nonparametric estimation of the variance function with a change point
• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
• Variance estimation in nonparametric regression via the difference sequence method
• Optimal difference-based variance estimation in heteroscedastic nonparametric regression

Cites work

• A covariate-matched estimator of the error variance in nonparametric regression
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric regression
• Change point estimation using nonparametric regression
• Change-points in nonparametric regression analysis
• Discontinuous versus smooth regression
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Estimating residual variance in nonparametric regression using least squares
• Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 1487647 (Why is no real title available?)
• scientific article; zbMATH DE number 777881 (Why is no real title available?)
• Image Processing and Jump Regression Analysis
• Inference about the intersection in two-phase regression
• Jump and sharp cusp detection by wavelets
• Kernel-type estimators of jump points and values of a regression function
• On variance estimation in nonparametric regression
• Optimal variance estimation without estimating the mean function
• Outlier Labeling With Boxplot Procedures
• Relative errors of difference-based variance estimators in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• Smoothing with Split Linear Fits
• The likelihood ratio test for a change-point in simple linear regression
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(3)

• On variance estimation under shifts in the mean
• Optimal variance estimation based on lagged second-order difference in nonparametric regression
• Testing discontinuities in nonparametric regression

This page was built for publication: Variance estimation in nonparametric regression with jump discontinuities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5128602)