Pages that link to "Item:Q1194534"
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The following pages link to On bootstrap confidence intervals in nonparametric regression (Q1194534):
Displayed 30 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Coverage accuracy of confidence intervals in nonparametric regression (Q1432851) (← links)
- A nonparametric measure of local association for two-way contingency tables (Q1615134) (← links)
- Bootstrap bias corrections for ensemble methods (Q1702284) (← links)
- Adaptive simultaneous confidence intervals in non-parametric estimation (Q1771436) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
- Confidence bands for multivariate and time dependent inverse regression models (Q2345117) (← links)
- Rejoinder on: Model-free model-fitting and predictive distributions (Q2392914) (← links)
- Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
- Coverage error optimal confidence intervals for local polynomial regression (Q2676952) (← links)
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
- Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
- On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
- Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators (Q3378024) (← links)
- Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Better Bootstrap Confidence Intervals for Regression Curve Estimation (Q4857301) (← links)
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
- Standard Errors for Nonparametric Regression (Q5861018) (← links)
- An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture‐based clustering (Q6051670) (← links)