Nonparametric variance function estimation with missing data
From MaRDI portal
Publication:962208
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
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic properties of local polynomial regression with missing data and correlated errors
- Bandwidth choice for nonparametric regression
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- A time series bootstrap procedure for interpolation intervals
- Estimation of heteroscedasticity in regression analysis
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Multivariate regression estimation: Local polynomial fitting for time series
- Nonparametric regression estimation with missing data
- Effect of mean on variance function estimation in nonparametric regression
- Semiparametric theory and missing data.
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Nonparametric Mean Estimation with Missing Data
- Nonparametric estimation of the conditional variance function with correlated errors
- Missing Data in Longitudinal Studies
- Residual variance and residual pattern in nonlinear regression
- Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
- Efficient estimation of conditional variance functions in stochastic regression
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Local Polynomial Variance-Function Estimation
- Missing Data: Dial M for ???
- Fully Data-Driven Nonparametric Variance Estimators
- NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function
- Goodness-of-fit tests for linear regression models with missing response data
- Estimation in Surveys with Nonresponse
- Signal-to-Noise Ratios, Performance Criteria, and Transformations
- Resampling for checking linear regression models via non-parametric regression estimation
This page was built for publication: Nonparametric variance function estimation with missing data
