Difference-based variance estimator for nonparametric regression in complex surveys
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چکیده
منابع مشابه
Estimating the error variance in nonparametric regression by a covariate-matched U-statistic
For nonparametric regression models with fixed and random design, two classes of estimators for the error variance have been introduced: second sample moments based on residuals from a nonparametric fit, and difference-based estimators. The former are asymptotically optimal but require estimating the regression function; the latter are simple but have larger asymptotic variance. For nonparametr...
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تاریخ انتشار 2012