Model-free model-fitting and predictive distributions

DOI10.1007/S11749-013-0317-7zbMATH Open1367.62135OpenAlexW2103869087MaRDI QIDQ2392912FDOQ2392912

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)

Cites Work

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• Bootstrap methods: another look at the jackknife
• Remarks on a Multivariate Transformation
• Bias reduction in kernel density estimation by smoothed empirical transformations
• Nonparametric smoothing and lack-of-fit tests
• Bootstrap simultaneous error bars for nonparametric regression
• Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Local Regression and Likelihood
• The bootstrap and Edgeworth expansion
• Bootstrap Prediction Intervals for Regression
• The jackknife and bootstrap
• Estimation of a semiparametric transformation model
• Regularization in statistics
• One-Sided Cross-Validation
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Bootstrapping Quantile Regression Estimators
• Bootstrap Methods for Median Regression Models
• Prediction intervals - a review
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
• The Minimum Distance Method
• Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence
• Prediction intervals for regression models
• Asymptotically Valid Prediction Intervals for Linear Models
• Effect of mean on variance function estimation in nonparametric regression
• Kernel smoothers: an overview of curve estimators for the first graduate course in nonparametric statistics
• Simultaneous bootstrap confidence bands in nonparametric regression
• Bootstrap confidence intervals in nonparametric regression with built-in bias correction
• Calibrating Prediction Regions
• Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
• Local bootstrap

Cited In (26)

• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
• Bayesian Conditional Transformation Models
• Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
• Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model
• Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
• Title not available (Why is that?)
• Model-free bootstrap for a general class of stationary time series
• Bootstrap prediction inference of nonlinear autoregressive models
• Bootstrap Joint Prediction Regions
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
• Dropping observations without affecting posterior and predictive distributions
• Title not available (Why is that?)
• A Complete Framework for Model-Free Difference-in-Differences Estimation
• Model-free prediction of time series: a nonparametric approach
• Bootstrap Prediction Intervals for Factor Models
• Title not available (Why is that?)
• The limits of distribution-free conditional predictive inference
• Bootstrap prediction intervals for Markov processes
• Predictive Inference for Locally Stationary Time Series With an Application to Climate Data
• Model-free data condensation
• Model-free prediction and regression. A transformation-based approach to inference
• Title not available (Why is that?)
• Rejoinder on: Model-free model-fitting and predictive distributions
• Methods to compute prediction intervals: a review and new results
• Conditional predictive inference for stable algorithms

Uses Software

• bootstrap
• bootlib

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