Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: a possible approach

DOI10.1016/j.csda.2005.08.001zbMath1445.62082OpenAlexW2152207163MaRDI QIDQ959419

B. E. Eshmatov

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.08.001

zbMATH Keywords

bandwidth selectioncorrelated datacrossvalidation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (16)

Use of difference-based methods to explore statistical and mathematical model discrepancy in inverse problems ⋮ Spline confidence bands for variance functions ⋮ Effect of mean on variance function estimation in nonparametric regression ⋮ Bandwidth choice for robust nonparametric scale function estimation ⋮ A two-step estimation of diffusion processes using noisy observations ⋮ Difference-based variance estimation in nonparametric regression with repeated measurement data ⋮ A smooth simultaneous confidence band for conditional variance function ⋮ Variance estimation in nonparametric regression via the difference sequence method ⋮ On a robust local estimator for the scale function in heteroscedastic nonparametric regression ⋮ Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs ⋮ A new information criterion-based bandwidth selection method for non-parametric regressions ⋮ Nonparametric and robust methods. (Editorial) ⋮ Neural networks for bandwidth selection in local linear regression of time series ⋮ SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL ⋮ Variance function estimation of a one-dimensional nonstationary process ⋮ Non-parametric estimation of residual moments and covariance

Uses Software

• KernSmooth

Cites Work

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