On difference-based variance estimation in non parametric regression when the covariate is high dimensional

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 67, Issue 1, 2005, Pages 19-41

  Munk, Axel ^a   Bissantz, Nicolai ^a   Wagner, Thorsten ^a   Freitag, Gudrun ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Difference scheme; Efficiency; Imaging; Local polynomial; Nonparametric regression; Polynomial weighting scheme; Residual variance; Variance estimation

Indexed keywords

EID: 12844249457     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2005.00486.x     Document Type: Article

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