Relative errors of difference-based variance estimators in nonparametric regression

DOI10.1080/03610920802162656MaRDI QIDQ5494725zbMATH OpenOpenAlexFDO

Authors Anna Liu, Yuedong Wang, Tiejun Tong

Publication date 29 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802162656

zbMATH Keywords

asymptotically efficientbandwidthkernel estimatormean squared errornonparametric regressionvariance estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• A covariate-matched estimator of the error variance in nonparametric regression
• Asymptotically optimal differenced estimators of error variance in nonparametric regression
• Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Nonparametric estimation of residual variance revisited

Cites work

• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bandwidth choice for nonparametric 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
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• On variance estimation in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• The estimation of residual variance in nonparametric regression

Cited in

(13)

• Asymptotically optimal differenced estimators of error variance in nonparametric regression
• Model checks for parametric regression models
• A least squares method for variance estimation in heteroscedastic nonparametric regression
• Variance estimation in nonparametric regression via the difference sequence method
• Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems
• A covariate-matched estimator of the error variance in nonparametric regression
• Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
• Difference-based variance estimation in nonparametric regression with repeated measurement data
• Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹
• Variance estimation in nonparametric regression with jump discontinuities
• Error variance estimation for the partially linear model
• Comparative study of residual variance estimators constructed without or with the presence of atypical values: case of the partially linear model
• Difference-based estimation for error variances in repeated measurement regression models

This page was built for publication: Relative errors of difference-based variance estimators in nonparametric regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5494725)