Heuchenne, Cédric; Van Keilegom, Ingrid - In: Computational Statistics & Data Analysis 54 (2010) 8, pp. 1942-1951
Suppose the random vector (X,Y) satisfies the regression model Y=m(X)+[sigma](X)[epsilon], where m([dot operator]) is the conditional mean, [sigma]2([dot operator]) is the conditional variance, and [epsilon] is independent of X. The covariate X is d-dimensional (d=1), the response Y is...