On difference‐based variance estimation in nonparametric regression when the covariate is high dimensional

By Axel Munk, Nicolai Bissantz, T. Wagner, G. Freitag. 2005

97 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Genetics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/407a3770fbc2d491244374d2ba4bd2f29c8bb88a

Citations in the corpus

• Variance estimation in nonparametric regression via the difference sequence method (2007, unknown): “The Annals of Statistics 2007, Vol. 35, No. 5, 2219–2232 DOI: 10.1214/009053607000000145 © Institute of Mathematical Statistics, 2007”
• A difference based approach to the semiparametric partial linear model (2011, unknown): “[18, 24] extended the idea to higher-order differences for efficient estimation of the variance in such a setting.”