Pages that link to "Item:Q2426618"

The following pages link to Effect of mean on variance function estimation in nonparametric regression (Q2426618):

Displaying 43 items.

• A semiparametric multivariate partially linear model: a difference approach (Q313111) (← links)
• Adaptive confidence intervals for regression functions under shape constraints (Q355099) (← links)
• A smooth simultaneous confidence band for conditional variance function (Q497866) (← links)
• Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional (Q548545) (← links)
• Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
• Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
• Functional data analysis for volatility (Q738082) (← links)
• Adaptive variance function estimation in heteroscedastic nonparametric regression (Q955129) (← links)
• Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
• Nonparametric variance function estimation with missing data (Q962208) (← links)
• Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
• Variance estimation for semiparametric regression models by local averaging (Q1616704) (← links)
• Asymptotically optimal differenced estimators of error variance in nonparametric regression (Q1658531) (← links)
• Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
• Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression (Q1951804) (← links)
• Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
• Optimal estimation of variance in nonparametric regression with random design (Q1996785) (← links)
• Simultaneous inference for Berkson errors-in-variables regression under fixed design (Q2086283) (← links)
• Nonparametric estimation in a regression model with additive and multiplicative noise (Q2186924) (← links)
• Discussion of ``On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning'' (Q2218091) (← links)
• Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning (Q2218092) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• Variance function estimation of a one-dimensional nonstationary process (Q2325313) (← links)
• A least squares method for variance estimation in heteroscedastic nonparametric regression (Q2336557) (← links)
• Model-free model-fitting and predictive distributions (Q2392912) (← links)
• Nonparametric multiplicative heteroscedasticity in multi-dimensional regression (Q2398410) (← links)
• Single-index importance sampling with stratification (Q2684956) (← links)
• Nonparametric Estimation of Variance Function for Functional Data Under Mixing Conditions (Q2839043) (← links)
• Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models (Q2859312) (← links)
• Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
• Conditional variance estimation in regression models with long memory (Q2931595) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
• Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours (Q3145414) (← links)
• On variance estimation in nonparametric regression (Q3497045) (← links)
• (Q3825946) (← links)
• Error variance function estimation in nonparametric regression models (Q5084932) (← links)
• Conditional median absolute deviation (Q5220850) (← links)
• Two-Step Estimation in a Heteroscedastic Linear Regression Model (Q5230723) (← links)
• Non-parametric estimation of residual moments and covariance (Q5505110) (← links)
• Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates (Q6039874) (← links)
• Two-stage variational mode decomposition approach to enhance the estimates of variance function (Q6141740) (← links)
• Uniform almost sure convergence rate of wavelet estimator for regression model with mixed noise (Q6573040) (← links)