On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
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Publication:1750258
DOI10.1214/17-STS613zbMath1442.62081OpenAlexW2753105792MaRDI QIDQ1750258
Wenlin Dai, Tie Jun Tong, Li Xing Zhu
Publication date: 18 May 2018
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1504253126
nonparametric regressiondifference-based estimatorresidual varianceoptimal difference sequenceordinary difference sequence
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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Optimal difference-based estimation for partially linear models, Global debiased DC estimations for biased estimators via pro forma regression, Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach, On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression
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