This article was originally published on Built In by Eric Kleppen. Variance is a powerful statistic used in data analysis and machine learning. It is one of the four main measures of variability along ...

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet ...

Parameterizations for natural exponential families (NEF's) with quadratic variance functions (QVF's) are compared according to the nearness to normality of the likelihood and posterior distribution.