Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
From MaRDI portal
Publication:3552975
DOI10.1111/j.1467-9469.2008.00628.xzbMath1194.62051OpenAlexW2030243843MaRDI QIDQ3552975
Publication date: 22 April 2010
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00628.x
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (30)
Smooth simultaneous confidence band for the error distribution function in nonparametric regression ⋮ Goodness-of-fit tests in semiparametric transformation models ⋮ Nonparametric comparison of quantile curves: a stochastic process approach ⋮ Goodness-of-fit tests in semiparametric transformation models using the integrated regression function ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Tests for the equality of conditional variance functions in nonparametric regression ⋮ Estimating the error distribution in semiparametric transformation models ⋮ A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS ⋮ Testing the parametric form of the conditional variance in regressions based on distance covariance ⋮ Testing for one-sided alternatives in nonparametric censored regression ⋮ Testing stochastic dominance with many conditioning variables ⋮ Goodness-of-fit tests for the error distribution in nonparametric regression ⋮ Regularization parameter selection in indirect regression by residual based bootstrap ⋮ Specification testing in nonparametric AR‐ARCH models ⋮ Exploring the constant coefficient of a single-index variation ⋮ Estimation of the error distribution in a varying coefficient regression model ⋮ Estimating the error distribution in nonparametric multiple regression with applications to model testing ⋮ Goodness-of-fit tests in semi-linear models ⋮ A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions ⋮ Fractals with point impact in functional linear regression ⋮ A constructive hypothesis test for the single-index models with two groups ⋮ A simple test for comparing regression curves versus one-sided alternatives ⋮ Frontier estimation in nonparametric location-scale models ⋮ Robust bootstrap forecast densities for GARCH returns and volatilities ⋮ Tests for validity of the semiparametric heteroskedastic transformation model ⋮ Goodness-of-Fit Tests for Multiplicative Models with Dependent Data ⋮ The empirical process of residuals from an inverse regression ⋮ Testing Monotonicity of Regression Functions - An Empirical Process Approach ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
Cites Work
- Unnamed Item
- Unnamed Item
- Bandwidth choice for nonparametric regression
- Comparison of error distributions in nonparametric regression
- Weak convergence of the residual empirical process in explosive autoregression
- Estimating the error distribution in nonparametric multiple regression with applications to model testing
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- The empirical distribution function of residuals from generalised regression
- Comparing nonparametric versus parametric regression fits
- On bootstrapping \(M\)-estimated residual processes in multiple linear regression models
- Nonparametric model checks for regression
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Weighted empirical processes in dynamic nonlinear models.
- Significance testing in nonparametric regression based on the bootstrap.
- Estimating the innovation distribution in nonlinear autoregressive models
- Consistency of error density and distribution function estimators in nonparametric regression.
- Weak convergence of the sequential empirical processes of residuals in ARMA models
- Weak convergence and empirical processes. With applications to statistics
- Empirical process of residuals for high-dimensional linear models
- Weak convergence of the sample distribution function when parameters are estimated
- Estimation of the Distribution of Noise in an Autoregression Scheme
- An Effective Bandwidth Selector for Local Least Squares Regression
- Boundary modification for kernel regression
- A bootstrap version of the residual-based smooth empirical distribution function
- Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
- Asymptotic Statistics
- Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
- Estimating the error distribution function in semiparametric regression
- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
- Convergence of stochastic processes
This page was built for publication: Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals