Variance function estimation in multivariate nonparametric regression with fixed design

Tommaso Cai; Michael Levine; Lie Wang

doi:10.1016/j.jmva.2008.03.007

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Variance function estimation in multivariate nonparametric regression with fixed design

Tommaso Cai Michael Levine Lie Wang

Year: 2008 Journal: Journal of Multivariate Analysis Vol: 100 (1)Pages: 126-136 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2008.03.007

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Keywords:

Mathematics Estimator Statistics Nonparametric regression Minimax Nonparametric statistics Variance function Rate of convergence Minimax estimator Variance (accounting) Applied mathematics Minimum-variance unbiased estimator Mathematical optimization

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Optimal Experimental Design Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Variance function estimation in multivariate nonparametric regression with fixed design

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