Efficient estimation of conditional variance functions in stochastic regression

Fan, Jianqing; and Yao, QiweiORCID logo Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85 (3). pp. 645-660. ISSN 0006-3444
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Item Type Article
Departments Statistics
DOI 10.1093/biomet/85.3.645
Date Deposited 10 Jul 2008 10:56
URI https://researchonline.lse.ac.uk/id/eprint/6635

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