Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
From MaRDI portal
Publication:2155001
DOI10.1007/s00180-021-01149-5zbMath1505.62246OpenAlexW3200613152MaRDI QIDQ2155001
Publication date: 15 July 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-021-01149-5
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Oracally efficient estimation for single-index link function with simultaneous confidence band
- A smooth simultaneous confidence band for conditional variance function
- Asymptotic normality of the kernel quantile estimator
- Time series: theory and methods.
- A smooth simultaneous confidence band for correlation curve
- A note on empirical processes of strong-mixing sequences
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Limit theorems for sampling from finite populations
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
- Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
- Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data
- Simultaneous inference for the mean function based on dense functional data
- Simultaneous confidence bands for nonparametric regression with functional data
- Horvitz-Thompson estimators for functional data: asymptotic confidence bands and optimal allocation for stratified sampling
- A simultaneous confidence band for sparse longitudinal regression
- Oracle-Efficient Confidence Envelopes for Covariance Functions in Dense Functional Data
- Kernel estimation of multivariate cumulative distribution function
- Distribution function estimation by constrained polynomial spline regression
- Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function
- A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data
- Two‐Step Estimation for Time Varying Arch Models
- A Simultaneous Confidence Band for Dense Longitudinal Regression
- Smooth simultaneous confidence bands for cumulative distribution functions
- Spline confidence bands for variance functions
- Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend
This page was built for publication: Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function