You might want to look at AVAS (Additivity and Variance Stabilising
Regression).
As part of a regression process it finds transformations which may
go a long way towards solving your problem.
Peter
> Eric Turkheimer schrieb:
> >
> > I am interested in whether there is a literature on variance smoothers.
> > What I want to do is to plot the variance of a variable as a smooth
> > function of the values of another variable. It would seem as though
> > most of the methods for bivariate smoothers should work, but I can't
> > find any theory on the matter.
>
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
