Adaptive variance function estimation in heteroscedastic nonparametric
regression

Adaptive variance function estimation in heteroscedastic nonparametric regression

27 October 2008

T. Tony Cai

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Papers citing "Adaptive variance function estimation in heteroscedastic nonparametric regression"

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Title
Variance estimation in graphs with the fused lasso Oscar Hernan Madrid Padilla 174 5 0 26 Jul 2022
Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series Rida Benhaddou 26 3 0 22 Dec 2020
Bayesian Inverse Problems with Heterogeneous Variance N. Bochkina Jenovah Rodrigues 19 0 0 15 Oct 2019
Nonparametric estimation in a regression model with additive and multiplicative noise C. Chesneau Salima El Kolei Junke Kou F. Navarro 78 11 0 18 Jun 2019
Optimal estimation of variance in nonparametric regression with random design Yandi Shen Chao Gao Daniela Witten Fang Han 56 19 0 27 Feb 2019
Lepski's Method and Adaptive Estimation of Nonlinear Integral Functionals of Density Rajarshi Mukherjee E. T. Tchetgen J. M. Robins 75 10 0 02 Aug 2015
Mean and variance estimation in high-dimensional heteroscedastic models with non-convex penalties James Sharpnack Mladen Kolar 42 1 0 29 Oct 2014
Smoothing splines with varying smoothing parameter Xiao Wang Pang Du Jinglai Shen 77 35 0 08 Jun 2013
Testing Regression Monotonicity in Econometric Models Denis Chetverikov 156 53 0 30 Dec 2012
Estimation of scale functions to model heteroscedasticity by support vector machines R. Hable A. Christmann 58 0 0 08 Nov 2011
Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models L. Galtchouk S. Pergamenchtchikov 74 36 0 08 Feb 2010
Asymptotic equivalence and adaptive estimation for robust nonparametric regression T. Tony Cai Harrison H. Zhou 161 26 0 02 Sep 2009
Nonparametric Estimation of Variance Function for Functional Data H. Lian 81 0 0 14 Dec 2008
Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities L. Galtchouk S. Pergamenshchikov 105 4 0 10 Apr 2008
Data-driven wavelet-Fisz methodology for nonparametric function estimation Piotr Fryzlewicz 132 21 0 06 Nov 2007