132 citations · 207 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 75 cited
Effect of mean on variance function estimation in nonparametric regression
Lie Wang, Lawrence D. Brown, T. Tony Cai +1
Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown m…
math.ST2007★ 132 cited
Variance estimation in nonparametric regression via the difference sequence method
Lawrence D. Brown, M. Levine
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel es…