Local polynomial variance-function estimation

Variance estimation for high-dimensional regression models

Journal of Multivariate Analysis

Variance function estimation in multivariate nonparametric regression with fixed design

Journal of Multivariate Analysis

On Nonparametric Residual Variance Estimation

Neural Processing Letters

Generalized profiling estimation for global and adaptive penalized spline smoothing

Computational Statistics & Data Analysis

Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach

Computational Statistics & Data Analysis

Modeling epigenetic modifications under multiple treatment conditions

Computational Statistics & Data Analysis

Residual variance estimation using a nearest neighbor statistic

Journal of Multivariate Analysis

Nonparametric variance function estimation with missing data

Journal of Multivariate Analysis

ROC curve and covariates: extending induced methodology to the non-parametric framework

Statistics and Computing

Testing the capital asset pricing model with Local Maximum Likelihood methods

Mathematical and Computer Modelling: An International Journal