Variance function estimation via model selection

DOI10.4064/AM37-4-1MaRDI QIDQ3066644zbMATH OpenOpenAlexFDO

Authors Teresa Ledwina, Jan Mielniczuk

Publication date 11 January 2011

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am37-4-1

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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(9)

• Universal pointwise selection rule in multivariate function estimation
• Optimal model selection in heteroscedastic regression using piecewise polynomial functions
• Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
• Postmodel selection estimators of variance function for nonlinear autoregression
• Variance Function Estimation
• Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach
• Estimation and variable selection for a heteroscedastic regression model
• Variance Estimation in a Model With Gaussian Submodels
• Latent-class trajectory modeling with a heterogeneous mean-variance relation

Describes a project that uses

Uses Software

• SemiPar

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