Relative errors of difference-based variance estimators in nonparametric regression

TJ Tong, A Liu, YD Wang, Alan Z Liu

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume	37
State	Published - Jan 1 2008

Keywords

asymptotically efficient, bandwidth, kernel estimator, mean squared error, nonparametric regression, variance estimation,

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author = "TJ Tong and A Liu and YD Wang and Liu, {Alan Z}",

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T1 - Relative errors of difference-based variance estimators in nonparametric regression

AU - Tong, TJ

AU - Liu, A

AU - Wang, YD

AU - Liu, Alan Z

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KW - asymptotically efficient, bandwidth, kernel estimator, mean squared error, nonparametric regression, variance estimation,

UR - https://scholarworks.umass.edu/math_faculty_pubs/654

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