Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression

DOI10.1080/03610920802162656zbMath1292.62062OpenAlexW2127036110MaRDI QIDQ5494725

Anna Liu, Yuedong Wang, Tie Jun Tong

Publication date: 29 July 2014

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

Full work available at URL: https://doi.org/10.1080/03610920802162656

zbMATH Keywords

bandwidthmean squared errorkernel estimatornonparametric regressionvariance estimationasymptotically efficient

Mathematics Subject Classification ID

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

Related Items (7)

Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems ⋮ Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹ ⋮ Model checks for parametric regression models ⋮ Error variance estimation for the partially linear model ⋮ Variance estimation in nonparametric regression with jump discontinuities ⋮ Difference-based variance estimation in nonparametric regression with repeated measurement data ⋮ A least squares method for variance estimation in heteroscedastic nonparametric regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bandwidth choice for nonparametric regression
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• On variance estimation in nonparametric regression
• Estimating residual variance in nonparametric regression using least squares
• The estimation of residual variance in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
• 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
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance

This page was built for publication: Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression