Wavelet-based nonparametric estimator of the variance function

被引：0
|
作者：
Zuohong Pan
Xiaodi Wang
机构：
[1] WesternConnecticut State University,Department of Social Sciences, Department of Mathematics
[2] WesternConnecticut State University,Department of Social Sciences, Department of Mathematics
来源：
Computational Economics | 2000年 / Kluwer Academic Publishers, Dordrecht, Netherlands卷 / 15期
关键词：
wavelet shrinkage; nonlinear regression;
D O I：
10.1023/A:1008695011608
中图分类号：
学科分类号：
摘要：
A new wavelet-based nonparametric estimator is introduced in an effort toapproximate variance functions. The new estimator possesses some superiorqualities that are illustrated through its actual performance in somesimulations.
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页码：1 / 2
页数：8
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