Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
From MaRDI portal
Publication:3389622
DOI10.1080/00949655.2021.1885670OpenAlexW3130656107MaRDI QIDQ3389622
Publication date: 23 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1885670
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- An introduction to recent advances in high/infinite dimensional statistics
- A partial overview of the theory of statistics with functional data
- Robust estimation and classification for functional data via projection-based depth notions
- On the use of the bootstrap for estimating functions with functional data
- Bootstrap tests and confidence regions for functions of a covariance matrix
- On the bootstrap and confidence intervals
- Theoretical comparison of bootstrap confidence intervals
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Some asymptotic theory for the bootstrap
- On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
- Applied functional data analysis. Methods and case studies
- A survey of functional principal component analysis
- Bootstrap methods for stationary functional time series
- Trimmed means for functional data
- Sieve bootstrap for functional time series
- Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation
- Functional data analysis.
- Nonparametric functional data analysis. Theory and practice.
- Total least squares and bootstrapping with applications in calibration
- On bootstrap resampling and iteration
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Prepivoting to reduce level error of confidence sets
- On Bootstrap Iteration for Coverage Correction in Confidence Intervals
- The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- Long-Range Dependent Curve Time Series
- Double-bootstrap methods that use a single double-bootstrap simulation
- On the Concept of Depth for Functional Data
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data
- Methods for Scalar‐on‐Function Regression