Adaptive Variance Function Estimation in Heteroscedastic Nonparametric Regression
Tony Cai and Lie Wang
Wang, L., Brown, L.D., Cai, T. & Levine, M. (2008).
Effect of mean on variance function estimation in nonparametric regression.
The Annals of Statistics 36, 646-664.
Cai, T., Levine, M. & Wang, L. (2009).
Variance function estimation in multivariate nonparametric regression.
J. Multivariate Analysis 100, 126-136.