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Optimal difference-based variance estimation in heteroscedastic nonparametric regression

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Publication:3448715
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DOI10.5705/ss.2013.010zbMath1377.62122OpenAlexW2151930523MaRDI QIDQ3448715

Yuejin Zhou, Lie Wang, Ye Bin Cheng, Tie Jun Tong

Publication date: 26 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/20165b0b7aa4097d8a66222bd112b757b5f74ce8


zbMATH Keywords

heteroscedasticitynonparametric regressionrepeated measurementsvariance estimationdifference-based estimatorhomoscedasticity


Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)


Related Items (5)

Optimal difference-based estimation for partially linear models ⋮ Optimal variance estimation based on lagged second-order difference in nonparametric regression ⋮ Comparison of difference based variance estimators for partially linear models ⋮ 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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