Model-free model-fitting and predictive distributions

DOI10.1007/S11749-013-0317-7MaRDI QIDQ2392912zbMATH OpenOpenAlexFDO

Authors Dimitris Politis

Publication date 5 August 2013

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-013-0317-7

zbMATH Keywords

bootstrapcross-validationfrequentist predictionheteroskedasticitynonparametric estimationprediction intervalsregressionsmoothingtransformations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

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Cites work

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Cited in

(32)

• Bootstrap prediction intervals for Markov processes
• Methods to compute prediction intervals: a review and new results
• Model-free bootstrap for a general class of stationary time series
• Is distribution-free inference possible for binary regression?
• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
• Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
• Rejoinder on: Model-free model-fitting and predictive distributions
• Model-free prediction and regression. A transformation-based approach to inference
• Bootstrap confidence intervals in nonparametric regression without an additive model
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Dropping observations without affecting posterior and predictive distributions
• scientific article; zbMATH DE number 4215210 (Why is no real title available?)
• scientific article; zbMATH DE number 4135261 (Why is no real title available?)
• Prediction using non-parametric techniques: some comparisons
• Model-free data condensation
• scientific article; zbMATH DE number 1894265 (Why is no real title available?)
• scientific article; zbMATH DE number 2119832 (Why is no real title available?)
• Predictive inference for locally stationary time series with an application to climate data
• The limits of distribution-free conditional predictive inference
• Model-free prediction with application to functional data analysis
• Bootstrap Joint Prediction Regions
• Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
• Comments on: Model-free model-fitting and predictive distributions
• Conditional predictive inference for stable algorithms
• A Complete Framework for Model-Free Difference-in-Differences Estimation
• Bayesian Conditional Transformation Models
• Bootstrap prediction inference of nonlinear autoregressive models
• Model-free prediction of time series: a nonparametric approach
• Bootstrap Prediction Intervals for Factor Models
• Model-free bootstrap and conformal prediction in regression: conditionality, conjecture testing, and pertinent prediction intervals
• Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling

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Uses Software

• boot
• bootstrap

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