Bootstrap confidence intervals in functional nonparametric regression under dependence

DOI10.1214/16-EJS1156zbMATH Open1346.62082OpenAlexW2492772566MaRDI QIDQ309554FDOQ309554

Authors: Paula Raña, Germán Aneiros, Juan Vilar, Philippe Vieu 

Publication date: 7 September 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1468849968

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zbMATH Keywords

bootstrapfunctional datanonparametric regression\(\alpha\)-mixingconfidence intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• On rigorous mathematical definitions of correlation dimension and generalized spectrum for dimensions
• Rate of convergence for the wild bootstrap in nonparametric regression
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Cited In (26)

• Bootstrap in semi-functional partial linear regression under dependence
• Nonparametric estimation of expectile regression in functional dependent data
• Recursive non-parametric kernel classification rule estimation for independent functional data
• Inference for sparse and dense functional data with covariate adjustments
• Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
• Two-time-scale nonparametric recursive regression estimator for independent functional data
• The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
• Testing equality between several populations covariance operators
• Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics
• Recursive nonparametric regression estimation for dependent strong mixing functional data
• Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
• On the validity of the bootstrap in non-parametric functional regression
• Bootstrap in functional linear regression
• Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
• Functional data analysis: estimation of the relative error in functional regression under random left-truncation model
• Tests for the linear hypothesis in semi-functional partial linear regression models
• Bootstrap Prediction Bands for Functional Time Series
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Nonparametric modelling for functional data: selected survey and tracks for future
• Asymptotic normality of the local linear estimator of the functional expectile regression
• Nonparametric recursive method for generalized kernel estimators for dependent functional data
• Bootstrap methods for stationary functional time series
• Bootstrap intervals for the mean of the weighted mixture generalized gamma distribution
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
• Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data*

Uses Software

• fda (R)

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