Munk, Axel; Bissantz, Nicolai; Wagner, Thorsten; … - In: Journal of the Royal Statistical Society Series B 67 (2005) 1, pp. 19-41
We consider the problem of estimating the noise variance in homoscedastic nonparametric regression models. For low dimensional covariates "t" is an element of <openface>R</openface>-super-"d", "d"=1, 2, difference-based estimators have been investigated in a series of papers. For a given length of such an...