Doubly penalized likelihood estimator in heteroscedastic regression

DOI10.1016/j.spl.2004.03.009zbMath1075.62033OpenAlexW1974385572MaRDI QIDQ1771433

Grace Wahba, Ming Yuan

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.03.009

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data, New support vector algorithms with parametric insensitive/margin model

Uses Software

• gss

Cites Work

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