A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression
نویسندگان
چکیده
منابع مشابه
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 applies to regression models with homoscedastic errors. In this paper, we propose two least squares es...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2014
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2014/585146