Likelihood-based local linear estimation of the conditional variance function

Journal of the American Statistical Association

Volumn 99, Issue 465, 2004, Pages 139-144

  Yu, K ^a   Jones, M C ^b  

^a UNIVERSITY OF PLYMOUTH   (United Kingdom)

^b OPEN UNIVERSITY   (United Kingdom)

Author keywords

Bandwidth selection; Heteroscedasticity; Kernel estimation; Nonparametric regression

Indexed keywords

EID: 2142789261     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214504000000133     Document Type: Article

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