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.
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