scientific article; zbMATH DE number 472938

MaRDI QIDQ4272800zbMATH OpenFDO

Authors Peter Hall

Publication date 2 February 1994

zbMATH Keywords

bootstrap methodconstruction of simultaneous confidence bandsdensity estimatorsEdgeworth expansionefficacyfirst order properties of supremainfinite parameter problemspivotal function estimatorpower series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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Cited in

(21)

• Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
• Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals
• Bootstrap confidence bands for shrinkage estimators
• Edgeworth expansions for nonparametric distribution estimation with applications
• The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
• BATE curve in assessment of clinical utility of predictive biomarkers
• A review of uncertainty quantification for density estimation
• Edgeworth expansions for network moments
• Confidence bands for multivariate and time dependent inverse regression models
• Model-free model-fitting and predictive distributions
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Nonparametric inference based on conditional moment inequalities
• Bootstrap confidence intervals in nonparametric regression without an additive model
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
• Boundary adaptive local polynomial conditional density estimators
• Scalable resampling in massive generalized linear models via subsampled residual bootstrap
• A Bootstrap-based Method for Testing Similarity of Matched Networks
• Nonparametric inference of quantile curves for nonstationary time series

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