Let f be a smooth function on the unit n-dimensional ball, with the C0-norm, equal to one. We prove that if for some k ⩾ 2, the norm of the kth derivative of f is bounded by 2-k - 1, then the set of ...

The conditional variance function in a heteroscedastic, nonparametric regression model is estimated by linear smoothing of squared residuals. Attention is focused on local polynomial smoothers. Both ...