Research Article
A Least Squares Method for Variance Estimation in Heteroscedastic Nonparametric Regression
Table 2
The relative MSEs of
,
, and
for scenario (ii) under various simulation settings.
| | | | | | |
| 30 | 0.5 | | 5.356385 | 5.358625 | 5.76456 | | 5.825295 | 5.844773 | 6.410941 | | 24.08339 | 24.74582 | 27.14087 | 2 | | 5.291982 | 5.292094 | 5.659067 | | 5.284907 | 5.285037 | 5.659967 | | 5.367277 | 5.370764 | 5.809319 |
| 100 | 0.5 | | 14.70915 | 14.70799 | 15.1483 | | 14.6843 | 14.68265 | 15.1374 | | 15.01971 | 15.02443 | 15.58368 | 2 | | 14.71244 | 14.71141 | 15.14792 | | 14.70282 | 14.70165 | 15.13869 | | 14.69388 | 14.6925 | 15.13526 |
| 500 | 0.5 | | 42.08678 | 42.08626 | 42.35964 | | 42.09082 | 42.0904 | 42.36408 | | 42.10065 | 42.10021 | 42.37591 | 2 | | 42.0839 | 42.08347 | 42.3567 | | 42.08482 | 42.08442 | 42.35764 | | 42.08672 | 42.08632 | 42.35965 |
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