On the estimation of residual variance in nonparametric regression
Authors:
Ullah Aman a;
Victoria Walsh-Zinde a
| Affiliation: | a Graduate School of Management, University of California, Riverside, USA |
DOI:
10.1080/10485259208832527
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
This note generalizes the analysis of Buckley et al. 1988 from the case of normal errors to the class of non-normal errors with finite first four moments. The effect of misspecifying errors as normal is also indicated.
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| Keywords: Curve estimation; spline; non-normality |
| view references (2) |

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