One bootstrap suffices to generate sharp uniform bounds in functional estimation
From MaRDI portal
bootstrapconfidence regionsdensity estimationempirical processesnonparametric functional estimationregression estimationresampling methods
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
Recommendations
Cites work
- A bootstrap approach to nonparametric regression for right censored data
- A rank statistics approach to the consistency of a general bootstrap
- An approximation to the density function
- Bootstrap confidence bands for regression curves and their derivatives
- Bootstrap methods: another look at the jackknife
- Bootstrap simultaneous error bars for nonparametric regression
- Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
- Convergence of stochastic processes
- General asymptotic confidence bands based on kernel-type function estimators
- scientific article; zbMATH DE number 3221828 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- Kernel density estimators: convergence in distribution for weighted sup-norms
- On Estimation of a Probability Density Function and Mode
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- On some global measures of the deviations of density function estimates
- Remarks on Some Nonparametric Estimates of a Density Function
- The bootstrap and Edgeworth expansion
- U-processes: Rates of convergence
- Uniform Central Limit Theorems
- Uniform in bandwidth consistency of kernel-type function estimators
- Weak convergence and empirical processes. With applications to statistics
Cited in
(32)- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Statistical tests in the partially linear additive regression models
- On the strong approximation of bootstrapped empirical copula processes with applications
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Uniform-in-bandwidth nearest-neighbor density estimation
- Uniform-in-bandwidth kernel estimation for censored data
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- On the almost sure topological limits of collections of local empirical processes at many different scales
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Nonparametric recursive method for generalized kernel estimators for dependent functional data
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- General tests of conditional independence based on empirical processes indexed by functions
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Asymptotic properties of conditional U -statistics using delta sequences
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Nonparametric recursive method for kernel-type function estimators for censored data
- Limit theorems for wavelet conditional U-statistics for time series models
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Nonparametric expectile shortfall regression for functional data
This page was built for publication: One bootstrap suffices to generate sharp uniform bounds in functional estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2892529)