This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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245
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #308352 |
Title:
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Variance Function Estimator in the Multiple Regression Model
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Author(s):
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Kee-Hoon Kang*+ and Seokoh Jeong
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Companies:
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Hankuk University of Foreign Studies and Hankuk University of Foreign Studies
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Address:
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Mohyun-myeon, Yongin, International, 449-791, Korea (South)
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Keywords:
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Difference based estimator ;
Nonparametric regression
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Abstract:
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Variance functions in regression models are quite important as pointed out by Carroll (1982) and Hall and Carroll (1989). Recently, semi- and nonparametric methods for estimating variance function in heteroscedastic regression models take much interest in the related research. In this paper, a difference-based variance function estimator in the nonparametric regression model with multiple predictors is proposed, which extends the approach by Lee, Kim and Park (2006) to the heteroscedastic regression model. We obtain the asymptotic bias and variance of the proposed estimator and explore the numerical performance via simulation.
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