Estimation of heteroscedasticity in regression analysis

Müller, Hans-Georg, Stadtmüller, Ulrich, Muller, Hans-Georg, Stadtmuller, Ulrich . The Annals of Statistics 1987. 15 :610-625

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  Author = {Müller, Hans-Georg and Stadtmüller, Ulrich and Muller, Hans-Georg and Stadtmuller, Ulrich},
  Title = {Estimation of heteroscedasticity in regression analysis},
  Journal = {The Annals of Statistics},
  Volume = {15},
  Year = {1987},
  Pages = {610--625},
  Keywords = {Weighted least squares, Nonparametric regression, Kernel estimator}

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