Smoothing the difference-based estimates of variance using variational mode decomposition |
| |
Authors: | T. Palanisamy |
| |
Affiliation: | Department of Mathematics, Amrita School of Engineering - Coimbatore, Amrita Vishwa Vidyapeetham, Amrita University, India |
| |
Abstract: | We propose a variational mode decomposition approach to estimate the variance function in a nonparametric heteroscedastic fixed design regression model. A data-driven estimator is constructed by applying variational mode decomposition technique to the difference-based initial estimates. The numerical results show that the proposed estimator performs better than the existing variance estimation procedures in the mean square sense. |
| |
Keywords: | Difference-based initial estimates Heteroscedasticity Variational mode decomposition |
|
|