메뉴 건너뛰기




Volumn 39, Issue 3, 1997, Pages 262-273

Local polynomial variance-function estimation

Author keywords

Bandwidth; Heteroscedasticity; Kernel smoothing; Nonparametric regression; Smoother matrix

Indexed keywords

AIR POLLUTION; BANDWIDTH; CALCULATIONS; ESTIMATION; FUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; NUMERICAL ANALYSIS; POLYNOMIALS;

EID: 0031199387     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.1997.10485117     Document Type: Article
Times cited : (171)

References (31)
  • 1
    • 0000947808 scopus 로고
    • On Adaptive Estimation
    • Bickel, P. J. (1982), “On Adaptive Estimation,”The Annals of Statistics,10, 647-671
    • (1982) The Annals of Statistics , vol.10 , pp. 647-671
    • Bickel, P.J.1
  • 2
    • 0000123142 scopus 로고
    • The Estimation of Residual Variance in Nonparametric Regression
    • Buckley, M. J., Eagleson, G. K., and Silverman, B. W. (1988), “The Estimation of Residual Variance in Nonparametric Regression,”Biometrika,75, 189-200.
    • (1988) Biometrika , vol.75 , pp. 189-200
    • Buckley, M.J.1    Eagleson, G.K.2    Silverman, B.W.3
  • 3
    • 0000782631 scopus 로고
    • Adapting for Heteroscedasticity in Linear Models
    • Carroll, R. J. (1982), “Adapting for Heteroscedasticity in Linear Models,”The Annals of Statistics,10, 1224-1233.
    • (1982) The Annals of Statistics , vol.10 , pp. 1224-1233
    • Carroll, R.J.1
  • 5
    • 84936916896 scopus 로고
    • Robust Locally Weighted Regression and Smoothing Scatterplots
    • Cleveland, W. (1979), “Robust Locally Weighted Regression and Smoothing Scatterplots,”Journal of the American Statistical Association,74, 829-836.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 829-836
    • Cleveland, W.1
  • 6
    • 84947318637 scopus 로고
    • Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
    • Cleveland, W., and Devlin, S. (1988), “Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting,”Journal of the American Statistical Association,83, 596-610.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 596-610
    • Cleveland, W.1    Devlin, S.2
  • 7
    • 0000090258 scopus 로고    scopus 로고
    • Smoothing by Local Regression: Principles and Methods
    • W. Härdle and M. G. Schimek, Heidelberg: Physica Verlag
    • Cleveland, W. S., and Loader, C. (1996), “Smoothing by Local Regression: Principles and Methods,” inStatistical Theory and Computational Aspects of Smoothing, eds. W. Härdle and M. G. Schimek, Heidelberg: Physica Verlag, pp. 101-149.
    • (1996) Statistical Theory and Computational Aspects of Smoothing , pp. 101-149
    • Cleveland, W.S.1    Loader, C.2
  • 8
    • 85023913319 scopus 로고
    • Pdf and Reynolds-stress Modeling of Near-wall Turbulent Flows
    • Dreeben, T. D., and Pope, S. B. (1995), “Pdf and Reynolds-stress Modeling of Near-wall Turbulent Flows.” unpublished manuscript.
    • (1995) Unpublished Manuscript
    • Dreeben, T.D.1    Pope, S.B.2
  • 10
    • 21144469140 scopus 로고
    • Variable Bandwidth and Local Linear Regression Smoothers
    • Fan, J., and Gijbels, I. (1992), “Variable Bandwidth and Local Linear Regression Smoothers,”The Annals of Statistics,20, 2008-2038.
    • (1992) The Annals of Statistics , vol.20 , pp. 2008-2038
    • Fan, J.1    Gijbels, I.2
  • 11
    • 0000887734 scopus 로고
    • Data-driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation
    • Fan, J., and Gijbels, I. (1995), “Data-driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation,”Journal of the Royal Statistical Society, Ser. B, 57, 371-394.
    • (1995) Journal of the Royal Statistical Society, Ser. B , vol.57 , pp. 371-394
    • Fan, J.1    Gijbels, I.2
  • 13
    • 0001106460 scopus 로고
    • Residual Variance and Residual Pattern in Nonlinear Regression
    • Gasser, T., Sroka, L., and Jennen-Steinmetz, C. (1986), “Residual Variance and Residual Pattern in Nonlinear Regression,”Biometrika,73,625-634.
    • (1986) Biometrika , vol.73 , pp. 625-634
    • Gasser, T.1    Sroka, L.2    Jennen-Steinmetz, C.3
  • 14
    • 0002279247 scopus 로고
    • Variance Function Estimation in Regression: The Effect of Estimating the Mean
    • Hall, P., and Carroll, R. J. (1989), “Variance Function Estimation in Regression: The Effect of Estimating the Mean,”Journal of the Royal Statistical Society, Ser. B, 51, 3-14.
    • (1989) Journal of the Royal Statistical Society, Ser. B , vol.51 , pp. 3-14
    • Hall, P.1    Carroll, R.J.2
  • 15
    • 77956889318 scopus 로고
    • Asymptotically Optimal Difference-Based Estimation of Variance in Nonparametric Regression
    • Hall, P., Kay, J. W., and Titterington, D. M. (1990), “Asymptotically Optimal Difference-Based Estimation of Variance in Nonparametric Regression,”Biometrika,77, 521-528.
    • (1990) Biometrika , vol.77 , pp. 521-528
    • Hall, P.1    Kay, J.W.2    Titterington, D.M.3
  • 16
    • 84972525897 scopus 로고
    • Local Regression: Automatic Kernel Carpentry (with discussion)
    • Hastie, T. J., and Loader, C. (1993), “Local Regression: Automatic Kernel Carpentry” (with discussion), Statistical Science,8, 120-143.
    • (1993) Statistical Science , vol.8 , pp. 120-143
    • Hastie, T.J.1    Loader, C.2
  • 18
    • 0029659760 scopus 로고    scopus 로고
    • Locally Weighted Least Squares Kernel Regression and Statistical Evaluation of LIDAR Measurements
    • Holst, U., Hössjer, O., Björklund, C., Ragnarson, P., and Edner, H. (1996), “Locally Weighted Least Squares Kernel Regression and Statistical Evaluation of LIDAR Measurements,”Environmetrics, 1,401-416.
    • (1996) Environmetrics , vol.1 , pp. 401-416
    • Holst, U.1    Hössjer, O.2    Björklund, C.3    Ragnarson, P.4    Edner, H.5
  • 21
    • 0000821745 scopus 로고
    • Estimation of Heteroscedasticity in Regression Analysis
    • Müller, H. G., and Stadtmüller, U. (1987), “Estimation of Heteroscedasticity in Regression Analysis,”The Annals of Statistics,15, 610-625.
    • (1987) The Annals of Statistics , vol.15 , pp. 610-625
    • Müller, H.G.1    Stadtmüller, U.2
  • 23
    • 0000006440 scopus 로고
    • Bandwidth Choice for Nonparametric Regression
    • Rice, J. (1984), “Bandwidth Choice for Nonparametric Regression,”The Annals of Statistics,12, 1215-1230.
    • (1984) The Annals of Statistics , vol.12 , pp. 1215-1230
    • Rice, J.1
  • 24
    • 85023906298 scopus 로고
    • Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
    • TR 1137 at
    • Ruppert, D. (1995), “Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation,” unpublishedmanuscript (TR 1137 athttp://www.orie.cornell.edu/trlist/trlist.html).
    • (1995) UnpublishedManuscript
    • Ruppert, D.1
  • 26
    • 21844518517 scopus 로고
    • Multivariate Locally Weighted Least Squares Regression
    • Ruppert, D., and Wand, M. P. (1994), “Multivariate Locally Weighted Least Squares Regression,”The Annals of Statistics,22, 1346-1370.
    • (1994) The Annals of Statistics , vol.22 , pp. 1346-1370
    • Ruppert, D.1    Wand, M.P.2
  • 28
    • 0001995852 scopus 로고
    • Some Aspects of the Spline Smoothing Approach to Non-parametric Regression Curve Fitting (With discussion)
    • Silverman, B. (1985), “Some Aspects of the Spline Smoothing Approach to Non-parametric Regression Curve Fitting” (with discussion), Journal of the Royal Statistical Society, Ser. B, 47, 1-52.
    • (1985) Journal of the Royal Statistical Society, Ser. B , vol.47 , pp. 1-52
    • Silverman, B.1
  • 29
    • 0000388992 scopus 로고
    • Consistent Nonparametric Regression
    • Stone, C. J. (1977), “Consistent Nonparametric Regression,”The Annals of Statistics,5, 595-620.
    • (1977) The Annals of Statistics , vol.5 , pp. 595-620
    • Stone, C.J.1
  • 30


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.