Regression function estimation on non compact support in an heteroscesdastic model

DOI10.1007/S00184-019-00727-4zbMath1436.62136OpenAlexW2965539448MaRDI QIDQ2303034

Valentine Genon-Catalot, Fabienne Comte

Publication date: 28 February 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00727-4

zbMATH Keywords

model selectionprojection estimatorleast squares estimationheteroscedatic regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Topological data analysis (62R40)

Related Items (4)

Nonparametric multiple regression by projection on non-compactly supported bases ⋮ Nonparametric drift estimation for i.i.d. paths of stochastic differential equations ⋮ Drift estimation on non compact support for diffusion models ⋮ Distribution-free robust linear regression

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