On the estimation of a monotone conditional variance in nonparametric regression

Annals of the Institute of Statistical Mathematics

Volumn 61, Issue 1, 2009, Pages 111-141

  Dette, Holger ^a   Pilz, Kay ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Heteroscedasticity; Monotonicity; Nonparametric regression; Order restricted inference; Variance function

Indexed keywords

CONSTRAINED OPTIMIZATION; CONSTRAINT THEORY; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS;

HETEROSCEDASTICITY; MONOTONICITY; NONPARAMETRIC REGRESSION; ORDER RESTRICTED INFERENCE; VARIANCE FUNCTION;

FUNCTIONS;

EID: 59849095801     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-007-0126-4     Document Type: Article

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