LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION

来源 :数学物理学报 | 被引量 : 0次 | 上传用户:mistbaby
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This paper considers local median estimation in fixed design regression problems. The proposed method is employed to estimate the median function and the variance function of a heteroscedastic regression model. Strong convergence rates of the proposed estimators are obtained. Simulation results are given to show the performance of the proposed methods.
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