Estimating residual variance in nonparametric regression using least squares
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Cressie, Noel & Davidson, Jennifer L., 1998. "Image analysis with partially ordered markov models," Computational Statistics & Data Analysis, Elsevier, vol. 29(1), pages 1-26, November.
- Ming Gao Gu & Hong-Tu Zhu, 2001. "Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 339-355.
- Francesco Bartolucci, 2002. "A recursive algorithm for Markov random fields," Biometrika, Biometrika Trust, vol. 89(3), pages 724-730, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Martin Meermeyer, 2015. "Weighted linear regression models with fixed weights and spherical disturbances," Computational Statistics, Springer, vol. 30(4), pages 929-955, December.
- Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP29/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mendez, Guillermo & Lohr, Sharon, 2011. "Estimating residual variance in random forest regression," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2937-2950, November.
- Peter Hall & Joel L. Horowitz, 2012. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP14/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wang, WenWu & Yu, Ping, 2017. "Asymptotically optimal differenced estimators of error variance in nonparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 125-143.
- Eckhard Liebscher, 2012. "Model checks for parametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 132-155, March.
- Lu Lin & Xia Cui & Lixing Zhu, 2009. "An Adaptive Two-stage Estimation Method for Additive Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 248-269.
- Liitiäinen, Elia & Corona, Francesco & Lendasse, Amaury, 2010. "Residual variance estimation using a nearest neighbor statistic," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 811-823, April.
- repec:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0666-2 is not listed on IDEAS
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:92:y:2005:i:4:p:821-830. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press) or (Christopher F. Baum). General contact details of provider: https://academic.oup.com/biomet .
We have no references for this item. You can help adding them by using this form .