Local median estimation of variance function

DOI10.1016/S0252-9602(17)30356-9zbMath1044.62040OpenAlexW894603491MaRDI QIDQ1431120

Ying Yang, Yum K. Kwan, P. Y. K. Kwan, Wai-Cheung Ip

Publication date: 27 May 2004

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30356-9

zbMATH Keywords

heteroscedasticityvariance functionmedian regressionstrong convergence ratelocal median estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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