Local Polynomial Variance-Function Estimation
نویسندگان
چکیده
منابع مشابه
Local Polynomial Variance Function Estimation
The conditional variance function in a heteroscedastic, nonparametric regression model is estimated by linear smoothing of squared residuals. Attention is focussed on local polynomial smoothers. Both the mean and variance functions are assumed to be smooth, but neither is assumed to be in a parametric family. The eeect of preliminary estimation of the mean is studied, and a \degrees of freedom"...
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ژورنال
عنوان ژورنال: Technometrics
سال: 1997
ISSN: 0040-1706
DOI: 10.2307/1271131