On the estimation of a monotone conditional variance in nonparametric regression

DOI10.1007/s10463-007-0126-4zbMath1294.62080OpenAlexW2279744442MaRDI QIDQ734411

Kay F. Pilz, Dette, Holger

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/4913

zbMATH Keywords

monotonicityheteroscedasticityvariance functionorder restricted inferencenonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (4)

A note on uniform consistency of monotone function estimators ⋮ Testing for a constant coefficient of variation in nonparametric regression by empirical processes ⋮ Data-driven wavelet-Fisz methodology for nonparametric function estimation ⋮ Monotonicity-constrained nonparametric estimation and inference for first-price auctions

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