Estimating the variance in nonparametric regression—what is a reasonable choice?
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DOI: 10.1111/1467-9868.00152
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Cited by:
- Peter Hall & Joel L. Horowitz, 2012. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers 14/12, Institute for Fiscal Studies.
- Einmahl, J.H.J. & van Keilegom, I., 2006.
"Tests for Independence in Nonparametric Regression,"
Other publications TiSEM
0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
- Zhijian Li & Wei Lin, 2020. "Efficient error variance estimation in non‐parametric regression," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 467-484, December.
- Pierre Bellec, 2015. "Optimal bounds for aggregation of affine estimators," Working Papers 2015-06, Center for Research in Economics and Statistics.
- Einmahl, J.H.J. & van Keilegom, I., 2004.
"Goodness-of-fit Tests in Nonparametric Regression,"
Other publications TiSEM
44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
- Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
- Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
- Mathias Lindholm & Felix Wahl, 2020. "On the variance parameter estimator in general linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(2), pages 243-254, February.
- Holger Dette & Theresa Eckle & Mathias Vetter, 2020. "Multiscale change point detection for dependent data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1243-1274, December.
- Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers 29/13, Institute for Fiscal Studies.
- Ieva Axt & Roland Fried, 2020. "On variance estimation under shifts in the mean," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(3), pages 417-457, September.
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