Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
Work
Year: 1998
Type: article
Abstract: Summary The exact mean-squared error (MSE) of estimators of the variance in nonparametric regression based on quadratic forms is investigated. In particular, two classes of estimators are compared: Ha... more
Authors Holger Dette, Axel Munk, Thorsten Wagner
Institution Ruhr University Bochum
Cites: 14
Cited by: 152
Related to: 10
FWCI: 3.606
Citation percentile (by year/subfield): 99.97
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze