Yang, Ying; Ip, W. C.; Kwan, Y. K.; Kwan, P. Y. K. Local median estimation of variance function. (English) Zbl 1044.62040 Acta Math. Sci., Ser. B, Engl. Ed. 24, No. 1, 28-38 (2004). Summary: 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. MSC: 62G08 Nonparametric regression and quantile regression 62J02 General nonlinear regression 62G20 Asymptotic properties of nonparametric inference Keywords:heteroscedasticity; median regression; strong convergence rate; variance function; local median estimation PDFBibTeX XMLCite \textit{Y. Yang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 24, No. 1, 28--38 (2004; Zbl 1044.62040) Full Text: DOI