Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence rates that are uniform over broad functional classes and bandwidths are fully characterized, and asymptotic normality is also established. We also show that for ...

Motivated from a recent AIDS clinical trial study A5175, we propose a semiparametric framework to describe time to event data, where only the dependence of the mean and variance of the time on the covariates are specified through a restricted moment model. We use a second-order semiparametric efficient score combined with a nonparametric imputation device for estimation. Compared with an impute...

Variance estimation for estimators of state, county, and school district quantities derived from the Census 2000 long form are discussed. The variance estimator must account for (1) uncertainty due to imputation, and (2) raking to census population controls. An imputation procedure that imputes more than one value for each missing item using donors that are neighbors is described and the proced...

In this paper we study low-variance multi-taper spectrum estimation methods to compute the mel-frequency cepstral coefficient (MFCC) features for robust speech recognition. In speech recognition, MFCC features are usually computed from a Hamming-windowed DFT spectrum. Although windowing helps in reducing the bias of the spectrum, but variance remains high. Multitaper spectrum estimation methods...