1 |
Chen, L., Chen, M., and Peng, M. (2009). Conditional variance estimation in heteroscedastic regression models, Journal of Statistical Planning and Inference, 139, 236-245.
DOI
|
2 |
Gasser, T., Sroka, L., and Jennen-Steinmetz, C. (1986). Residual variance and residual pattern in nonlinear regression, Biometrika, 73, 625-634.
DOI
|
3 |
Hall, P. and Carroll, R. J. (1989). Variance function estimation in regression: The effect of estimating the mean, Journal of the Royal Statistical Society B, 51, 3-14.
|
4 |
Hall, P., Kay, J. W., and Titterington, D. M. (1990). Asymptotically optimal difference-based estimation of variance in nonparametric regression, Biometrika, 77, 521-528.
DOI
|
5 |
Huh, J. (2005). Nonparametric detection of a discontinuity point in the variance function with the second moment function, Journal of the Korean Data & Information Science Society, 16, 591-601.
|
6 |
Huh, J. (2009). Testing a discontinuity point in the log-variance function based on likelihood, Journal of the Korean Data & Information Science Society, 20, 1-9.
|
7 |
Huh, J. (2014). Comparison study on kernel type estimators of discontinuous log-variance, Journal of the Korean Data & Information Science Society, 25, 87-95.
DOI
|
8 |
Huh, J. (2016a). Estimation of a change point in the variance function based on the -distribution, Communications in Statistics - Theory and Methods, 45, 4937-4968.
DOI
|
9 |
Huh, J. (2016b). Nonparametric estimation of the discontinuous variance function using adjusted residuals, Journal of the Korean Data & Information Science Society, 27, 111-120.
DOI
|
10 |
Kang, K. H. and Huh, J. (2006). Nonparametric estimation of the variance function with a change point, Journal of the Korean Data & Information Science Society, 35, 1-24.
|
11 |
Kang, K. H., Koo, J. Y., and Park, C. W. (2000). Kernel estimation of discontinuous regression functions, Statistics and Probability Letters, 47, 277-285.
DOI
|
12 |
Muller, H. G. and Stadtmuller, U. (1987). Estimation of heteroscedasticity in regression analysis, Annals of Statistics, 15, 610-625.
DOI
|
13 |
Rice, J. (1984). Bandwidth choice for nonparametric regression, Annals of Statistics, 12, 1215-1230.
DOI
|
14 |
Ruppert, D., Wand, M. P., Holst, U., and Hossjer, O. (1997). Local polynomial variance-function estimation, Technometrics, 39, 262-273.
DOI
|
15 |
Yu, K. and Jones, M. C. (2004). Likelihood-Based Local Linear Estimation of the Conditional Variance Function, Journal of the American Statistical Association, 99, 139-144.
DOI
|