Bootstrap simultaneous error bars for nonparametric regression
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Publication:2277704
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Cited in
(only showing first 100 items - show all)- On parameter estimation for locally stationary long-memory processes
- Period analysis of variable stars: temporal dependence and local optima
- An empirical study of a test for polynomial relationships in randomly right censored regression models
- On the local behaviour of the Yang regression estimate
- Nonparametric bootstrap confidence intervals for discrete regression functions
- Another look at the jackknife: Further examples of generalized bootstrap
- The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
- On nonparametric confidence intervals
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances
- Derivative estimation and testing in generalized additive models
- A nonparametric measure of local association for two-way contingency tables
- An adaptation theory for nonparametric confidence intervals
- Confidence bands in nonparametric regression with biased data
- Adaptive simultaneous confidence intervals in non-parametric estimation
- Asymptotic and bootstrap confidence bounds for the structural average of curves.
- Confidence regions for the set of global maximizers of nonparametrically estimated curves.
- Confidence bands in generalized linear models.
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- On the use of nonparametric regression in assessing parametric regression models
- Nonparametric conservative bands for the trend of Gaussian AR(p) models
- A new class of semi-mixed effects models and its application in small area estimation
- Nonparametric inference via bootstrapping the debiased estimator
- Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
- Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- Functional data analysis in ecosystem research: the decline of Oweekeno Lake sockeye salmon and wannock river flow
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
- Autoregressive wild bootstrap inference for nonparametric trends
- Computing confidence intervals from massive data via penalized quantile smoothing splines
- Multiplier bootstrap methods for conditional distributions
- Model-free model-fitting and predictive distributions
- Rejoinder on: Model-free model-fitting and predictive distributions
- Adaptive confidence bands
- Semiparametric indirect utility and consumer demand
- Modified kernel regression estimation with functional time series data
- Bootstrap confidence intervals in nonparametric regression without an additive model
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators
- An F-type test for detecting departure from monotonicity in a functional linear model
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Comparing conditional quantile curves
- Coverage properties of confidence intervals for generalized additive model components
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
- Confidence intervals for nonparametric regression
- Determination of linear components in additive models
- On the validity of the bootstrap in non-parametric functional regression
- Bootstrap confidence intervals in functional nonparametric regression under dependence
- Assessing additivity in nonparametric models -- a kernel-based method
- Cox regression model with time-varying coefficients in nested case-control studies
- Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
- Bootstrap methods in regression smoothing∗
- Bootstrapping regression quantiles
- A Semiparametric Response Surface Model for Assessing Drug Interaction
- Additive nonparametric regression on principal components
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- Bootstrap confidence bands and partial linear quantile regression
- Simultaneous bootstrap confidence bands in nonparametric regression
- Exploring US business cycles with bivariate loops using penalized spline regression
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables
- Testing serial independence via density-based measures of divergence
- Interval and band estimation for curves with jumps
- Nonparametric confidence bands construction for GLM models with length biased data
- Better Bootstrap Confidence Intervals for Regression Curve Estimation
- Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
- Explaining inefficiency in nonparametric production models: the state of the art
- Mixture of regression models with varying mixing proportions: a semiparametric approach
- Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity
- Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
- scientific article; zbMATH DE number 7578244 (Why is no real title available?)
- Testing for Breaks in Regression Models with Dependent Data
- Nonparametric comparison of quantile curves: a stochastic process approach
- Bootstrap bandwidth selection method for local linear estimator in exponential family models
- Adjusted Confidence Bands in Nonparametric Regression
- Resampling for checking linear regression models via non-parametric regression estimation
- Testing additivity in generalized nonparametric regression models with estimated parameters
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics
- Approximate tolerance intervals for nonparametric regression models
- Two-time-scale nonparametric recursive regression estimator for independent functional data
- Longitudinal modeling of age-dependent latent traits with generalized additive latent and mixed models
- A Complete Framework for Model-Free Difference-in-Differences Estimation
- Tests for independence in non-parametric heteroscedastic regression models
- Bootstrap confidence interval for a correlation curve
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models
- Confidence intervals in monotone regression
- Bootstrap Inference in the Presence of Bias
- Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities
- Simultaneous inference for mean curves of functional and longitudinal data: a unified theory
- Shapley Curves: A Smoothing Perspective
- Time-varying coefficients models for recurrent event data when different varying coefficients admit different degrees of smoothness: application to heart disease modeling
- Scalable inference for nonparametric stochastic approximation in reproducing kernel Hilbert spaces
- Inference on function-valued parameters using a restricted score test
- Editorial to the special issue on applicable semiparametrics of computational statistics
- Simultaneous confidence bands for nonparametric regression with missing covariate data
- Smooth simultaneous confidence band for the error distribution function in nonparametric regression
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Sieve bootstrap for smoothing in nonstationary time series
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