Pages that link to "Item:Q309554"

The following pages link to Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554):

Displaying 13 items.

• Testing equality between several populations covariance operators (Q1656868) (← links)
• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints (Q1733283) (← links)
• Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
• Recursive non-parametric kernel classification rule estimation for independent functional data (Q1995821) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
• Bootstrap in semi-functional partial linear regression under dependence (Q2414880) (← links)
• Tests for the linear hypothesis in semi-functional partial linear regression models (Q2422114) (← links)
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
• Nonparametric recursive method for generalized kernel estimators for dependent functional data (Q6123496) (← links)