References
- 조기종, 정석오, 신기일 (2006). 이동-멱변환에 관한 연구. <응용통계연구>, 19, 283-290 https://doi.org/10.5351/KJAS.2006.19.2.283
- Carroll, R. J. (1982). Adapting for heteroscedasticity in linear models. The Annals of Statistics, 10, 1224-1233 https://doi.org/10.1214/aos/1176345987
- Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and Its Applications. Chapman & Hall/CRC, New York
- Hall, P. and Carroll, R. J. (1989). Variance function estimation in regression: The effect of estimating the mean. Journal of the Royal Statistical Society, Ser. B, 51, 3-14
- Hall. P., Kay, J. W. and Titterington, D. M. (1991). On estimation of noise variance in two-dimensional signal processing. Advances in Applied Probability, 23, 476-495 https://doi.org/10.2307/1427618
- Jeong, S. O. and Kang, K. H. (2006). A difference-based variance function estimator in the multiple regression model, a manuscript
- Jones, M. C., Park, H., Shin, K. I., Vines, S. K. and Jeong, S. O. (2007). Relative error prediction via kernel regression smoothers. Journal of Statistical Planning and Inference, accepted
- Lee, Y. K., Kim, T. Y. and Park, B. U. (2006). A simple variance estimator in non- parametric regression models with multivariate predictors. Journal of the Korean Statistical Society, 35, 105-114
- Park, H. and Shin, K. I. (2006). A shrinked forecast in stationary processes favouring percentage error. Journal of Time Series Analysis, 27, 129-139 https://doi.org/10.1111/j.1467-9892.2005.00458.x
- Park, H. and Stefanski, L. A. (1998). Relative-error prediction. Statistics & Probability Letters, 40, 227-236 https://doi.org/10.1016/S0167-7152(98)00088-1
- Rice, J. (1984). Bandwidth choice for nonparametric regression. The Annals of Statistics, 12, 1215-1230 https://doi.org/10.1214/aos/1176346788
- Ruppert, D., Wand, M. P., Holst, U. and HÄossjer, O. (1997). Local polynomial variance function estimation. Technometrics, 39, 262-273 https://doi.org/10.2307/1271131
- Spokoiny, V. (2002). Variance estimation for high-dimensional regression models. Journal of Multivariate Analysis, 82, 111-133 https://doi.org/10.1006/jmva.2001.2023
- Wasserman, L. (2006). All of Nonparametric Statistics. Springer, New York
- Wei, W. W. S. (1990). Time Series Analysis, Univariate and Multivariate Methods. Addison Wesley, New York
Cited by
- Shrinkage Small Area Estimation Using a Semiparametric Mixed Model vol.27, pp.4, 2014, https://doi.org/10.5351/KJAS.2014.27.4.605
- Logistic Regression Type Small Area Estimations Based on Relative Error vol.24, pp.3, 2011, https://doi.org/10.5351/KJAS.2011.24.3.445
- Relative Error Prediction via Penalized Regression vol.28, pp.6, 2015, https://doi.org/10.5351/KJAS.2015.28.6.1103