Modelling conditional variance function in industrial data: a case study

DOI10.1016/J.STAMET.2008.03.001zbMath1248.62229OpenAlexW2127003112MaRDI QIDQ713897

Ilmari Juutilainen, Juha Röning

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2008.03.001

zbMATH Keywords

heteroscedasticityvariance estimationjoint modelling of mean and dispersion

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Neural nets and related approaches to inference from stochastic processes (62M45)

Uses Software

• GAMLSS

Cites Work

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• Local Polynomial Variance-Function Estimation
• MODELING AND ESTIMATING VARIANCES IN REGRESSION
• Thin Plate Regression Splines
• Likelihood-Based Local Linear Estimation of the Conditional Variance Function
• Generalized Additive Models for Location, Scale and Shape
• The elements of statistical learning. Data mining, inference, and prediction

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