Difference-based variance estimation in nonparametric regression with repeated measurement data

DOI10.1016/j.jspi.2015.02.010zbMath1321.62034OpenAlexW2137620827MaRDI QIDQ496469

Wenlin Dai, Yanyuan Ma, Li Xing Zhu, Tie Jun Tong

Publication date: 21 September 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.02.010

zbMATH Keywords

asymptotic normalityleast squaresnonparametric regressionrepeated measurementsdifference-based estimatorresidual variance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Optimal difference-based estimation for partially linear models ⋮ Comparison of difference based variance estimators for partially linear models ⋮ On variance estimation under shifts in the mean ⋮ On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression ⋮ Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach ⋮ Regression function and noise variance tracking methods for data streams with concept drift ⋮ Robust scale estimation under shifts in the mean

Uses Software

• R
• MASS (R)

Cites Work

• Bandwidth choice for nonparametric regression
• Variance function estimation in multivariate nonparametric regression with fixed design
• Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach
• Difference-based estimation for error variances in repeated measurement regression models
• A difference based approach to the semiparametric partial linear model
• Residual variance estimation using a nearest neighbor statistic
• On variance function estimation with quadratic forms
• Optimal variance estimation without estimating the mean function
• Variance estimation in nonparametric regression via the difference sequence method
• Semiparametric theory and missing data.
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Statistical Analysis of Financial Data in S-Plus
• On estimation of noise variance in two-dimensional signal processing
• A Flexible and Fast Method for Automatic Smoothing
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• On variance estimation in nonparametric regression
• Estimating residual variance in nonparametric regression using least squares
• A covariate-matched estimator of the error variance in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
• Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
• On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate is High Dimensional
• Generalized Least Squares
• Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression
• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Difference-based variance estimation in nonparametric regression with repeated measurement data