Pages that link to "Item:Q4763457"

The following pages link to Fully Data-Driven Nonparametric Variance Estimators (Q4763457):

Displaying 16 items.

• A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
• Error variance estimation via least squares for small sample nonparametric regression (Q433760) (← links)
• Variance estimation for high-dimensional regression models (Q697472) (← links)
• Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach (Q959419) (← links)
• Nonparametric variance function estimation with missing data (Q962208) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• Model checks for parametric regression models (Q1944371) (← links)
• Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403) (← links)
• Effect of mean on variance function estimation in nonparametric regression (Q2426618) (← links)
• Nonparametric regression with additional measurement errors in the dependent variable (Q2499087) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours (Q3145414) (← links)
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
• Rate of convergence of the density estimation of regression residual (Q4918191) (← links)