Odhady varianční funkce v neparametrických regresních modelech

The thesis studies variance function estimation in nonparametric regression model. It focuses on local polynomial estimators particularly. Exact expressions of conditional variance function estimator bias and covariance are derived and important asymptotical aproximations of these characteristics ar...

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Bibliographic Details
Main Author: Hyklová, Bronislava
Other Authors: Antoch, Jaromír
Format: Dissertation
Language:Czech
Published: 2007
Online Access:http://www.nusl.cz/ntk/nusl-270682