Acta mathematica scientia,Series B ›› 2004, Vol. 24 ›› Issue (1): 28-38.

• Articles • Previous Articles     Next Articles

LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION

 YANG Ying, W. C. Ip, Y. K. Kwan   

  • Online:2004-07-13 Published:2004-07-13
  • Supported by:

    2001. The first author’s research was supported by the National
    Natural Science Foundation of China (Grant No. 198310110 and Grant No. 19871003) and the partly support
    of the Doctoral Foundation of China and the last three authors’ research was supported by a grant from Research
    Committee of The Hong Kong Polytechnic University.

Abstract:

This paper considers local median estimation in fixed design regression prob-
lems. 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.

Key words: Heteroscedasticity;nonparametric median regression;strong convergence
rate;variance function;local median estimation

CLC Number: 

  • 62G05
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