Wavelet-based nonparametric estimator of the variance function

被引：0
作者：
Pan, Zuohong
Wang, Xiaodi
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 / 15卷 / 1-2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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收藏
页码：79 / 87
页数：8
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