Nonparametric variance function estimation with missing data

DOI10.1016/J.JMVA.2010.01.008zbMath1185.62079OpenAlexW1988565987MaRDI QIDQ962208

Ana Pérez-González, Wenceslao González Manteiga, Juan M. Vilar Fernández

Publication date: 6 April 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.008

zbMATH Keywords

local polynomial regressionvolatilitycorrelated errorsmissing response

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates

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