Nonparametric variance function estimation with missing data
نویسندگان
چکیده
منابع مشابه
Nonparametric variance function estimation with missing data
In this paper a fixed design regression model where the errors follow a strictly stationary process is considered. In this model the conditional mean function and the conditional variance function are unknown curves. Correlated errors when observations are missing in the response variable are assumed. Four nonparametric estimators of the conditional variance function based on local polynomial f...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2010
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2010.01.008