Spline confidence bands for variance functions
From MaRDI portal
Publication:5321920
DOI10.1080/10485250902811151zbMath1165.62317WikidataQ61865766 ScholiaQ61865766MaRDI QIDQ5321920
Publication date: 16 July 2009
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250902811151
knots; heteroscedasticity; variance function; nonparametric regression; B-spline; infeasible estimator
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62G15: Nonparametric tolerance and confidence regions
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Modelling time trend via spline confidence band, Simultaneous confidence bands for time-series prediction function, Spline confidence bands for variance functions in nonparametric time series regressive models
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