A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression.
Yuejin ZhouYebin ChengTiejun TongPublished in: J. Appl. Math. (2014)
Keyphrases
- least squares
- parameter estimation
- nonparametric regression
- robust estimation
- detection method
- estimation algorithm
- pairwise
- probabilistic model
- similarity measure
- error rate
- covariance matrix
- linear model
- preprocessing
- estimation accuracy
- principal component analysis
- high accuracy
- dynamic programming
- correlation coefficient
- gaussian distribution
- curve fitting
- objective function