Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model

DOI10.1214/20-EJS1781MaRDI QIDQ2219232zbMATH OpenFDO

Authors Liang Wang, Dimitris Politis

Publication date 19 January 2021

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1609902193

zbMATH Keywords

heteroscedasticitybootstrap confidence intervallocal bootstrapmodel-free bootstrapnon-additive regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(9)

• Bootstrap confidence intervals in nonparametric regression with built-in bias correction
• Nonparametric bootstrap confidence intervals for discrete regression functions
• Bootstrap confidence intervals for local likelihood, local estimating equations and varying coefficient models
• Bootstrapping in non-regular smooth function models
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• On the validity of the bootstrap in non-parametric functional regression
• The nonparametric bootstrap for the current status model
• On bootstrap confidence intervals in nonparametric regression
• Bootstrap confidence intervals in nonparametric regression without an additive model

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