On Variance-Stabilizing Multivariate Non Parametric Regression Estimation
نویسندگان
چکیده
منابع مشابه
Variance Function Estimation in Multivariate Nonparametric Regression
Variance function estimation in multivariate nonparametric regression is considered and the minimax rate of convergence is established. Our work uses the approach that generalizes the one used in Munk et al (2005) for the constant variance case. As is the case when the number of dimensions d = 1, and very much contrary to the common practice, it is often not desirable to base the estimator of t...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2013
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2013.775298