Efficient error variance estimation in non‐parametric regression

DOI10.1111/anzs.12311zbMath1521.62057OpenAlexW3133373639MaRDI QIDQ6081852

Wei Lin, Zhi-Jian Li

Publication date: 5 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12311

zbMATH Keywords

efficient estimatornonparametric regressionerror variancesemiparametric methodhomogeneous errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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