A wavelet-based nonparametric estimator of the variance function

DOI10.1023/A:1008695011608zbMath0966.62026OpenAlexW1594353581MaRDI QIDQ1578938

Zuohong Pan, Xiao-Di Wang

Publication date: 4 January 2001

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008695011608

zbMATH Keywords

wavelet shrinkagenonlinear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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