Residual variance estimation using a nearest neighbor statistic

Elia Liitiäinen; Francesco Corona; Amaury Lendasse

doi:10.1016/j.jmva.2009.12.020

Residual variance estimation using a nearest neighbor statistic

Elia Liitiäinen
, Francesco Corona
, Amaury Lendasse

Aalto University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	811-823
Number of pages	13
Journal	Journal of Multivariate Analysis
Volume	101
Issue number	4
DOIs	https://doi.org/10.1016/j.jmva.2009.12.020
State	Published - Apr 2010
Externally published	Yes

ASJC Scopus Subject Areas

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

Keywords

Nearest neighbors
Noise variance estimation
Nonparametric
Residual variance estimation

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10.1016/j.jmva.2009.12.020

Cite this

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title = "Residual variance estimation using a nearest neighbor statistic",

keywords = "Nearest neighbors, Noise variance estimation, Nonparametric, Residual variance estimation",

author = "Elia Liiti{\"a}inen and Francesco Corona and Amaury Lendasse",

year = "2010",

month = apr,

doi = "10.1016/j.jmva.2009.12.020",

language = "English",

volume = "101",

pages = "811--823",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

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T1 - Residual variance estimation using a nearest neighbor statistic

AU - Liitiäinen, Elia

AU - Corona, Francesco

AU - Lendasse, Amaury

PY - 2010/4

Y1 - 2010/4

KW - Nearest neighbors

KW - Noise variance estimation

KW - Nonparametric

KW - Residual variance estimation

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UR - https://www.scopus.com/pages/publications/74449088416#tab=citedBy

U2 - 10.1016/j.jmva.2009.12.020

DO - 10.1016/j.jmva.2009.12.020

M3 - Article

AN - SCOPUS:74449088416

SN - 0047-259X

VL - 101

SP - 811

EP - 823

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

IS - 4

ER -

Residual variance estimation using a nearest neighbor statistic

ASJC Scopus Subject Areas

Keywords

Access to Document

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