Model-free prediction and regression. A transformation-based approach to inference
DOI10.1007/978-3-319-21347-7zbMATH Open1397.62008OpenAlexW4250251051MaRDI QIDQ269798FDOQ269798
Authors: Dimitris Politis 
Publication date: 6 April 2016
Published in: Frontiers in Probability and the Statistical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-21347-7
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Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Markov processes: hypothesis testing (62M02) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (17)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
- Predictive inference for locally stationary time series with an application to climate data
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
- Predictive statistics. Analysis and inference beyond models
- Optimal index estimation of heavy-tailed distributions
- Model-free bootstrap for a general class of stationary time series
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals
- Bootstrap prediction inference of nonlinear autoregressive models
- Model-free prediction of time series: a nonparametric approach
- Ridge regression revisited: debiasing, thresholding and bootstrap
- Model-free prediction with application to functional data analysis
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support
- Adding flexibility to Markov Switching models
- Bootstrap confidence intervals for conditional density function in Markov processes
- Nonparametric Anomaly Detection on Time Series of Graphs
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