CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
Citation:
CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
Citation:
CHEN Xia. Nonparametric Variance Function Estimate in Generalized Linear Models[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(4): 337-346.
Nonparametric Variance Function Estimate in Generalized Linear Models
This article advances an improved estimate \wh\sigma_n(u) of \sigma(u), and under some conditions, proves \sup\limits_u|\wh\sigma_n(u)-\sigma(u)|\rightarrow0in probability with faster speed.