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Nonparametric estimation of residual variance revisited

SEIFERT, BURKHARDT ; GASSER, THEO

In: Biometrika, 1993, vol. 80, no. 2, p. 373-383

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    Titre
    • Nonparametric estimation of residual variance revisited
    Auteur
    • SEIFERT, BURKHARDT. Biostatistics Department, Institut fur Sozial-and Prãventivmedizin, Universitãt Zürich, CH-8006 Zürich, Sumatrastrasse 30, Switzerland, W-6800 Mannheim, J5, Germany
    • GASSER, THEO. Biostatistics Department, Institut fur Sozial-and Prãventivmedizin, Universitãt Zürich CH-8006 Zürich, Sumatrastrasse 30, Switzerland
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • Biometrika, 1993, vol. 80, no. 2, p. 373-383. Oxford University Press
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:294549
    Summary
    SUMMARY Several difference-based estimators of residual variance are compared for finite sample size. Since the introduction of a rather simple estimator by Gasser, Sroka & Jennen-Steinmetz (1986) other proposals have been made. Here the one given by Hall, Kay & Titterington (1990) is of particular interest. It minimizes the asymptotic variance. Unfortunately it has severe problems with finite sample bias, and the estimator of Gasser et al. (1986) proves still to be a good choice. A new estimator is introduced, compromising between bias and variance