Estimation of Variance Function in Heteroscedastic Regression Models by Generalized Coiflets

DOI10.1080/03610918.2012.749283zbMath1462.62216OpenAlexW2080679189MaRDI QIDQ2876138

J. Ravichandran, T. Palanisamy

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.749283

zbMATH Keywords

heteroscedasticitygeneralized coifletsinitial variance estimatesnondyadic pointsnonzero centered vanishing moments

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)

Related Items (3)

Two-stage variational mode decomposition approach to enhance the estimates of variance function ⋮ A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models ⋮ Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform

Cites Work

• Wavelet methods in statistics: some recent developments and their applications
• Estimation of heteroscedasticity in regression analysis
• Wavelets on the interval and fast wavelet transforms
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Ten Lectures on Wavelets

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