Effect of mean on variance function estimation in nonparametric regression

Annals of Statistics

Volumn 36, Issue 2, 2008, Pages 646-664

  Wang, Lie ^a,c   Brown, Lawrence D ^a,c   Cai, T Tony ^a,c   Levine, Michael ^b,d  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b PURDUE UNIVERSITY   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

^d PURDUE UNIVERSITY   (United States)

Author keywords

Minimax estimation; Nonparametric regression; Variance estimation

Indexed keywords

EID: 51049105722     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000901     Document Type: Article

References (19)

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