The Estimation of Residual Variance in Nonparametric Regression
研究非参数回归中残差方差的一类估计量，要求二次型、对线性回归无偏且非负，并推导出在自然回归函数类上的极小化极大均方误差估计量。
A wide class of estimators of the residual variance in nonparametric regression is considered, namely those that are quadratic in the data, unbiased for linear regression, and always nonnegative. The minimax mean squared error estimator over a natural class of regression functions is derived. This optimal estimator has an interesting structure and is closely related to a minimax estimator of the regression curve itself.