A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression

Interest in variance estimation in nonparametric regression has grown greatly in the past several decades. Among the existing methods, the least squares estimator in Tong and Wang (2005) is shown to have nice statistical properties and is also easy to implement. Nevertheless, their method only appli...

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Bibliographic Details
Main Authors: Yuejin Zhou, Yebin Cheng, Tiejun Tong
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/585146
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