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:	Mathematik Nonparametric Statistics variance estimation Statistik Nichtparametrische Statistik Heteroskedastisches nichtparametrisches Regressionsmodell heteroscedastic nonparametric regression model Varianzschätzung Mathematics
Online Access:	PDF Full Text
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