Pages that link to "Item:Q3787298"
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The following pages link to Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands (Q3787298):
Displayed 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters (Q137928) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Explaining inefficiency in nonparametric production models: the state of the art (Q490125) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Transformations in stochastic DEA models (Q751960) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Generalized profiling estimation for global and adaptive penalized spline smoothing (Q961675) (← links)
- Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
- Local smoothing regression with functional data (Q964614) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators (Q1036801) (← links)
- Bootstrap optimal bandwidth selection for kernel density estimates (Q1193967) (← links)
- Local bootstrap (Q1206619) (← links)
- Error inference for nonparametric regression (Q1207618) (← links)
- Estimation of the population spectrum with replicated time series. (Q1285806) (← links)
- The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations (Q1382193) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- An additive penalty \(P\)-spline approach to derivative estimation (Q1615126) (← links)
- Bootstrap bias corrections for ensemble methods (Q1702284) (← links)
- Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
- Asymptotic and bootstrap confidence bounds for the structural average of curves. (Q1807117) (← links)
- Adaptive confidence interval for pointwise curve estimation. (Q1848779) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- Nonparametric estimation of individual food availability along with bootstrap confidence intervals in household budget surveys (Q1970828) (← links)
- Bootstrapping local polynomial estimators in likelihood-based models (Q1973316) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Multiplier bootstrap methods for conditional distributions (Q2361458) (← links)
- Model-free model-fitting and predictive distributions (Q2392912) (← links)
- Rejoinder on: Model-free model-fitting and predictive distributions (Q2392914) (← links)
- Bootstrap in semi-functional partial linear regression under dependence (Q2414880) (← links)
- Adaptive confidence bands (Q2426627) (← links)
- Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)
- Nonparametric regression under alternative data environments (Q2493874) (← links)
- Fitting additive models to regression data. Diagnostics and alternative views (Q2563633) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Model robust regression: combining parametric, nonparametric, and semiparametric methods (Q2720140) (← links)
- Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model (Q2787382) (← links)
- (Q2892529) (← links)
- Coverage Properties of Confidence Intervals for Generalized Additive Model Components (Q2911704) (← links)
- Simultaneous Inferences on the Contrast of Two Hazard Functions with Censored Observations (Q3079023) (← links)
- Bootstrap selection of bandwidth and confidence bands for nonparametric regression (Q3135417) (← links)
- A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- Smoothness adaptive average derivative estimation (Q3563651) (← links)
- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns (Q3591763) (← links)
- Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534) (← links)