We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet ...

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...

Residual plots can be used to validate assumptions about the regression model. Figure 1: Residual plots are helpful in assessments of nonlinear trends and heteroscedasticity. A formal test of lack of ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Linear regression, also called simple regression, is one of the most common techniques of regression analysis. Multiple regression is a broader class of regression analysis, which encompasses both ...