Variance estimation for high-dimensional regression models
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Cites work
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- scientific article; zbMATH DE number 3856278 (Why is no real title available?)
- scientific article; zbMATH DE number 3921745 (Why is no real title available?)
- scientific article; zbMATH DE number 3980241 (Why is no real title available?)
- scientific article; zbMATH DE number 4100415 (Why is no real title available?)
- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- A Flexible and Fast Method for Automatic Smoothing
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Bandwidth choice for nonparametric regression
- Efficient estimation of conditional variance functions in stochastic regression
- Estimation of heteroscedasticity in regression analysis
- Fully Data-Driven Nonparametric Variance Estimators
- Local Polynomial Variance-Function Estimation
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Nonparametric estimation of residual variance revisited
- Nonparametric smoothing and lack-of-fit tests
- On estimation of noise variance in two-dimensional signal processing
- On variance estimation in nonparametric regression
- On variance function estimation with quadratic forms
- Residual variance and residual pattern in nonlinear regression
- Robust reconstruction of functions by the local-approximation method
- The estimation of residual variance in nonparametric regression
Cited in
(30)- Measuring Nonlinear Granger Causality in Mean
- Frame-constrained total variation regularization for white noise regression
- MODELING AND ESTIMATING VARIANCES IN REGRESSION
- Asymptotics for Euclidean functionals of mixing processes
- Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning
- Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
- scientific article; zbMATH DE number 7370593 (Why is no real title available?)
- Variational multiscale nonparametric regression: smooth functions
- Asymptotically optimal differenced estimators of error variance in nonparametric regression
- scientific article; zbMATH DE number 1471718 (Why is no real title available?)
- Strictly monotone and smooth nonparametric regression for two or more variables
- Partitioning estimation of local variance based on nearest neighbors under censoring
- Optimal estimation of variance in nonparametric regression with random design
- Residual variance estimation using a nearest neighbor statistic
- Estimating residual variance in random forest regression
- Nonparametric measures of variance explained
- Principal varying coefficient estimator for high-dimensional models
- Nonparametric least squares estimation in derivative families
- High-dimensional estimation of quadratic variation based on penalized realized variance
- A framework to select tuning parameters for nonparametric derivative estimation
- Estimation of high-dimensional seemingly unrelated regression models
- Variance function estimation in multivariate nonparametric regression with fixed design
- Deep learning for inverse problems with unknown operator
- Use and Abuse of Variance Models in Regression
- Spatial adaptation in heteroscedastic regression: propagation approach
- Error variance estimation in ultrahigh-dimensional additive models
- Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours
- scientific article; zbMATH DE number 1406072 (Why is no real title available?)
- Locally adaptive estimation of evolutionary wavelet spectra
- Variance estimation in nonparametric regression via the difference sequence method
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