{
  "abstract": "In this paper, we formulate a general differencing framework for variance estimation across a range of settings. We demonstrate that conventional difference-based noise variance estimators cannot achieve the desired bias-correcting power in nonparametric regression with repeated measurements. A new high-order bias-corrected differencing scheme, adapted to repeated measurements, is proposed by interlacing inter-group and intra-group differencing. The theoretical properties of the new sequences and estimators are studied. Our proposals are particularly efficient in finite samples and under high signal-to-noise ratio scenarios, where asymptotic convergence has not yet fully taken effect, due to their strong bias-correcting power.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.34748",
  "author_total": 2,
  "authors": [
    {
      "name": "Chak Ming Lee"
    },
    {
      "name": "Kin Wai Chan"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/1kjd2jcy2e30y.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.34748",
  "fulltext_url": null,
  "id": "1kjd2jcy2e30y",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.34748",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "stat.ME"
    ]
  ],
  "openalex": null,
  "pdf_url": "https://arxiv.org/pdf/2609.34748",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-28",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/1kjd2jcy2e30y.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:25:26Z",
      "native_id": "2609.34748",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.34748"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:stat.ME",
      "subfield": "statistics"
    }
  ],
  "title": "Difference-based variance estimators with repeated measurements",
  "title_text": "Difference-based variance estimators with repeated measurements",
  "type": "preprint",
  "updated_at": "2026-10-30T12:25:26Z",
  "url": "https://research.draconitic.com/paper/1kjd2jcy2e30y",
  "venue": "arXiv",
  "versions": []
}