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Direct linkWilcox, Rand R. – Educational and Psychological Measurement, 2006
Consider the nonparametric regression model Y = m(X)+ [tau](X)[epsilon], where X and [epsilon] are independent random variables, [epsilon] has a median of zero and variance [sigma][squared], [tau] is some unknown function used to model heteroscedasticity, and m(X) is an unknown function reflecting some conditional measure of location associated…
Descriptors: Nonparametric Statistics, Mathematical Models, Regression (Statistics), Probability
