Zobrazeno 1 - 2
of 2
pro vyhledávání: '"62G08 (Primary) 62G15 (Secondary)"'
Autor:
Zhao, Zhibiao, Wu, Wei Biao
Publikováno v:
Annals of Statistics 2008, Vol. 36, No. 4, 1854-1878
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to be asympto
Externí odkaz:
http://arxiv.org/abs/0808.1010
Autor:
Zhibiao Zhao, Wei Biao Wu
Publikováno v:
Ann. Statist. 36, no. 4 (2008), 1854-1878
We consider nonparametric estimation of mean regression and conditional variance (or volatility) functions in nonlinear stochastic regression models. Simultaneous confidence bands are constructed and the coverage probabilities are shown to be asympto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed1fa1d7b6cb31cebd1fc97055f50efb
http://arxiv.org/abs/0808.1010
http://arxiv.org/abs/0808.1010