Oracle-efficient estimation for functional data error distribution with simultaneous confidence band

DOI10.1016/J.CSDA.2021.107363MaRDI QIDQ2072397zbMATH OpenOpenAlexWikidataFDO

Authors Jiangyan Wang, Lijie Gu, L. Yang

Publication date 26 January 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107363

zbMATH Keywords

Brownian bridgekernelKolmogorov distributionresidualspline

Mathematics Subject Classification ID

Statistics (62-XX)

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
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• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Oracle-efficient confidence envelopes for covariance functions in dense functional data
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• Smooth simultaneous confidence bands for cumulative distribution functions
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Cited in

(7)

• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Continuity of Gaussian extreme distributions
• Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities
• Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function
• Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process
• Inference and prediction for ARCH time series via innovation distribution function
• Statistical inference and goodness-of-fit test in functional data via error distribution function

Describes a project that uses

Uses Software

• fda (R)
• ConfBands

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