Estimation of the Variance Function in Heteroscedastic Linear Regression Models

DOI10.1080/03610920802374061zbMath1162.62065OpenAlexW2111861869MaRDI QIDQ3631435

Si-Lian Shen, Chang-Lin Mei

Publication date: 9 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a909714835

zbMATH Keywords

generalized least-squaresnonparametric regression modelheteroscedastic linear regression modelvariance-reduced local linear smoothing technique

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Two-stage variational mode decomposition approach to enhance the estimates of variance function ⋮ An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals ⋮ A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models ⋮ Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform

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