Probabilities of maximal deviations for nonparametric regression function estimates

DOI10.1016/0047-259X(82)90074-4MaRDI QIDQ1170845zbMATH OpenFDO

Authors Gordon J. Johnston

Publication date 1982

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(82)90074-4

zbMATH Keywords

Gaussian processesdensity estimatesprobabilities of maximal deviationsWatson estimateYang estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cites work

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Cited in

(50)

• Testing conditional moment restrictions
• Asymptotics of conditional empirical processes
• A simple approach to construct confidence bands for a regression function with incomplete data
• Asymptotic maximal deviation of M-smoothers
• Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
• On uniform consistent estimators for convex regression
• Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
• Simultaneous inference of the partially linear model with a multivariate unknown function
• Tests for continuity of regression functions
• Simultaneous inference of a partially linear model in time series
• Random approximations to some measures of accuracy in nonparametric curve estimation
• A smooth simultaneous confidence corridor for the mean of sparse functional data
• Simultaneous confidence bands and global inferences for extended partially linear single-index models
• Simultaneous nonparametric regression analysis of sparse longitudinal data
• Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
• Simultaneous confidence bands for expectile functions
• On confidence bands for multivariate nonparametric regression
• Quadratic errors for nonparametric estimates under dependence
• Simultaneous confidence bands for nonparametric regression with missing covariate data
• Confidence bands in nonparametric time series regression
• Specification testing for regression models with dependent data
• Inference of the trend in a partially linear model with locally stationary regressors
• Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
• Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
• Nonparametric model validations for hidden Markov models with applications in financial econometrics
• Confidence Corridors for Multivariate Generalized Quantile Regression
• A nonparametric simultaneous confidence band for biomarker effect on the restricted mean survival time
• Confidence bands in quantile regression
• Simultaneous inference for mean curves of functional and longitudinal data: a unified theory
• Simultaneous nonparametric inference of time series
• Bootstrap confidence bands for regression curves and their derivatives
• Volatility coupling
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Nonparametric confidence bands construction for GLM models with length biased data
• Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Confidence bands in nonparametric regression with biased data
• Simultaneous bootstrap confidence bands in nonparametric regression
• Global Bahadur representation for nonparametric censored regression quantiles and its applications
• Local partial-likelihood estimation for lifetime data
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
• Bootstrapping density estimates
• The distribution of rolling regression estimators
• Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities
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• On the maximal deviation of kernel regression estimators with NMAR response variables
• Nonparametric regression: An up–to–date bibliography
• Data sharpening method in regression confidence band

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