On conditional variance estimation in nonparametric regression

DOI10.1007/s11222-011-9307-3zbMath1322.62014OpenAlexW2146349694MaRDI QIDQ746272

Edward Greenberg, Siddhartha Chib

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9307-3

zbMATH Keywords

semiparametric regressioncubic splinesnonparametric regressionheteroscedastic errorsconditional variance functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items

A Computational Bayesian Method for Generalized Semiparametric Regression Models, Bayesian regression with nonparametric heteroskedasticity

Uses Software

• SemiPar

Cites Work

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