Cai, T. Tony; Levine, Michael; Wang, Lie - In: Journal of Multivariate Analysis 100 (2009) 1, pp. 126-136
Variance function estimation in multivariate nonparametric regression is considered and the minimax rate of convergence is established in the iid Gaussian case. Our work uses the approach that generalizes the one used in [A. Munk, Bissantz, T. Wagner, G. Freitag, On difference based variance...