JOURNAL ARTICLE
On the estimation of a monotone conditional variance in nonparametric regression
Year: 2007 Journal: Annals of the Institute of Statistical Mathematics Vol: 61 (1)Pages: 111-141 Publisher: Springer Science+Business Media
Keywords:
Mathematics Variance function Heteroscedasticity Nonparametric statistics Conditional variance Nonparametric regression Statistics Kernel regression Variance (accounting) Monotone polygon Kernel (algebra) One-way analysis of variance Kernel density estimation Semiparametric regression Econometrics Applied mathematics Regression analysis Autoregressive conditional heteroskedasticity Analysis of variance Combinatorics
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Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Optimal Experimental Design Methods
Social Sciences → Decision Sciences → Management Science and Operations Research
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