Adaptive nonparametric regression with conditional heteroskedasticity
Year of publication: |
December 2015
|
---|---|
Authors: | Jin, Sainan ; Su, Liangjun ; Xiao, Zhijie |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 6, p. 1153-1191
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis |
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