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Smoothing the Difference-based Estimates of Variance Using Variational Mode Decomposition

Publication Type : Journal Article

Publisher : Communications in Statistics - Simulation and Computation

Source : Communications in Statistics - Simulation and Computation (2016)

Url : http://www.tandfonline.com/doi/abs/10.1080/03610918.2016.1140777

Keywords : Difference-based initial estimates, Heteroscedasticity, Variational mode decomposition

Campus : Coimbatore

School : School of Engineering

Department : Mathematics

Year : 2016

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.DOI 10.1080/03610918.2016.1140777

Cite this Research Publication : Dr. Palanisamy T., “Smoothing the Difference-based Estimates of Variance Using Variational Mode Decomposition”, Communications in Statistics - Simulation and Computation , 2016

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