Research Article

A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression

Table 1

The relative MSEs of , , and for scenario (i) under various simulation settings.


30 0.5 8.592259 8.588712 8.971043
9.105655 9.109716 9.59135
27.52861 27.93159 29.50932
2 8.568082 8.564596 8.922776
8.577039 8.57355 8.937509
8.655637 8.653321 9.055993

100 0.5 24.68565 24.67358 25.16409
24.63531 24.63209 25.13371
25.1026 25.10747 25.67267
2 24.64412 24.63515 25.1233
24.62441 24.61774 25.1069
24.62372 24.61822 25.11145

500 0.5 47.85348 47.85206 48.00883
47.86474 47.8618 48.01908
47.88284 47.87881 48.03735
2 47.85314 47.85136 48.00809
47.85561 47.85345 48.01027
47.85829 47.85587 48.01283