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1.  Azzalini, A class of distributions which includes the normal ones, Scandinavion journal of statistics, 12, 171-178, 1985.
2. Yu, K. & Jones, M. C. (2004). Likelihood-based local linear estimation of the conditional variance function. J. Amer. Statist. Assoc. 99, 139-144. 
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Likelihood-based local linear estimation of the conditional variance function