Determine the precise minimax rate
Determine the precise minimax mean-squared-error rate for estimating the constant conditional variance sigma^2 over the considered homoskedastic nonparametric random-design regression classes with regression smoothness beta_b>1 and design-density smoothness beta_g>0.
References
Moreover, the precise determination of the minimax rate also remains open.
— Improved Variance Estimation in Homoskedastic Nonparametric Random-Design Regression via a Two-Scale Approach
(2609.08783 - Dobriban et al., 8 Sep 2026) in Discussion section