On the estimation of a monotone conditional variance in nonparametric regression

DOI10.1007/S10463-007-0126-4zbMATH Open1294.62080OpenAlexW2279744442MaRDI QIDQ734411FDOQ734411

Authors: Holger Dette, Kay F. Pilz 

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/4913

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zbMATH Keywords

heteroscedasticitynonparametric regressionmonotonicityorder restricted inferencevariance function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites Work

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• Title not available (Why is that?)
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Cited In (12)

• A note on uniform consistency of monotone function estimators
• Bootstrap estimation of the variance of the error term in monotonic regression models
• Monotone nonparametric regression with random design
• Title not available (Why is that?)
• Nonparametric estimation of homogeneous functions
• Monotonicity-constrained nonparametric estimation and inference for first-price auctions
• Conditional variance estimation in heteroscedastic regression models
• Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems
• On conditional variance estimation in nonparametric regression
• Testing for a constant coefficient of variation in nonparametric regression by empirical processes
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function
• Data-driven wavelet-Fisz methodology for nonparametric function estimation

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