Likelihood-Based Local Linear Estimation of the Conditional Variance Function
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Publication:5474412
DOI10.1198/016214504000000133zbMath1089.62507OpenAlexW2021853138MaRDI QIDQ5474412
Publication date: 26 June 2006
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000000133
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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