Nonparametric variance estimation

Nonparametric variance estimation

For the heteroscedastic nonparametric regression model with unknown mean function f and variance function V, problems regarding the variance function V are considered. In the first part of this dissertation, assuming the variance function V is Hoelder continuous, an upper bound on uniform error r...

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Bibliographic Details
Main Author: Zhang, Jiachun
Contributors: Holzmann, Hajo (Prof. Dr. ) (Thesis advisor)
Format: Doctoral Thesis
Language:English
Published: Philipps-Universität Marburg 2022
Subjects:
Nichtparametrische Statistik
Heteroskedastisches nichtparametrisches Regressionsmodell
Mathematik
Statistik
Varianzschätzung
variance estimation
heteroscedastic nonparametric regression model
Nonparametric Statistics
Mathematics
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Call Number: urn:nbn:de:hebis:04-z2022-02235
Publication Date: 2022-09-07
Date of Acceptance: 2022-05-31
Downloads: 40 (2024), 71 (2023), 40 (2022)
License: https://creativecommons.org/licenses/by-nc-nd/4.0/
Access URL: https://archiv.ub.uni-marburg.de/diss/z2022/0223
https://doi.org/10.17192/z2022.0223

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