Browsing by Subject "Heteroscedastic regression"
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Strongly Consistent Density Estimation of Regression Redidual
[OWP-2012-07] (Mathematisches Forschungsinstitut Oberwolfach, 2012)Consider the regression problem with a response variable $Y$ and with a $d$-dimensional feature vector $X$. For the regression function $m(x) = \mathbb{E}\{Y|X = x\}$, this paper investigates methods for estimating the ...