THE ESTIMATION OF RESIDUAL VARIANCE IN NONPARAMETRIC REGRESSION
成果类型：
Article
署名作者：
BUCKLEY, MJ; EAGLESON, GK; SILVERMAN, BW
署名单位：
University of Bath
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/75.2.189
发表日期：
1988
页码：
189199
关键词：
摘要：
A wide class of estimators of the residual variance in nonparametric regression is considered, namely those that are quadratic in the data, unbiased for linear regression, and always nonnegative. The minimax mean squared error estimator over a natural class of regression functions is derived. This optimal estimator has an interesting structure and is closely related to a minimax estimator of the regression curve itself.