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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Format: | Dissertation |
Language: | Czech |
Published: |
2007
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Online Access: | http://www.nusl.cz/ntk/nusl-270682 |