A smooth simultaneous confidence band for conditional variance function
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-015-0427-5.pdf
Reference33 articles.
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3. Brown DL, Levine M (2007) variance estimation in nonparametric regression via the difference sequence method. Ann Stat 35:2219–2232
4. Cai T, Wang L (2008) Adaptive variance function estimation in heteroscedastic nonparametric regression. Ann Stat 36:2025–2054
5. Carroll RJ, Wang Y (2008) Nonparametric variance estimation in the analysis of microarray data: a measurement error approach. Biometrika 95:437–449
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