31 search results - page 1 / 7 » On Nonparametric Residual Variance Estimation |
NPL
2008
13 years 5 months ago
2008
In this paper, the problem of residual variance estimation is examined. The problem is analyzed in a general setting which covers non-additive heteroscedastic noise under non-iid s...
IWANN
2007
Springer
13 years 11 months ago
2007
Springer
The residual variance estimation problem is well-known in statistics and machine learning with many applications for example in the field of nonlinear modelling. In this paper, we...
CSDA
2006
13 years 5 months ago
2006
A possible approach to bandwidth selection for difference-based variance estimators in the nonparametric regression is proposed. The approach is based on the crossvalidation-type ...
APPML
2008
13 years 5 months ago
2008
Let 2 be the unknown error variance of a linear model and let ^2 be the estimator of 2 based on the residual sum of squares. In this work, we show the precise asymptotics in the l...
TSP
2010
12 years 11 months ago
2010
The objective of this paper is twofold. The first part provides further insight in the statistical properties of the Welch power spectrum estimator. A major drawback of the Welch m...