Model-free model-fitting and predictive distributions

DOI10.1007/S11749-013-0317-7MaRDI QIDQ2392912zbMATH OpenOpenAlexFDO

Authors Dimitris Politis

Publication date 5 August 2013

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-013-0317-7

zbMATH Keywords

bootstrapheteroskedasticitynonparametric estimationregressionsmoothingcross-validationtransformationsprediction intervalsfrequentist prediction

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Foundations and philosophical topics in statistics (62A01) Nonparametric statistical resampling methods (62G09)

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Cited in

(32)

• Conditional predictive inference for stable algorithms
• Selection-bias-adjusted inference for the bivariate normal distribution under soft-threshold sampling
• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
• Bayesian Conditional Transformation Models
• Comments on: Model-free model-fitting and predictive distributions
• Is distribution-free inference possible for binary regression?
• Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
• Predictive inference for locally stationary time series with an application to climate data
• Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
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• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Dropping observations without affecting posterior and predictive distributions
• Bootstrap prediction inference of nonlinear autoregressive models
• Bootstrap Joint Prediction Regions
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• A Complete Framework for Model-Free Difference-in-Differences Estimation
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• Bootstrap Prediction Intervals for Factor Models
• Model-free prediction with application to functional data analysis
• The limits of distribution-free conditional predictive inference
• Model-free bootstrap and conformal prediction in regression: conditionality, conjecture testing, and pertinent prediction intervals
• Bootstrap prediction intervals for Markov processes
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Uses Software

• boot
• bootstrap

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