scientific article; zbMATH DE number 472938
From MaRDI portal
Publication:4272800
zbMath0780.62040MaRDI QIDQ4272800
No author found.
Publication date: 2 February 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bootstrap methodpower seriesEdgeworth expansionefficacydensity estimatorsconstruction of simultaneous confidence bandsfirst order properties of supremainfinite parameter problemspivotal function estimator
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
Related Items (14)
Edgeworth expansions for network moments ⋮ Model-free model-fitting and predictive distributions ⋮ The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations ⋮ BATE curve in assessment of clinical utility of predictive biomarkers ⋮ Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood ⋮ Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) ⋮ Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model ⋮ Nonparametric inference of quantile curves for nonstationary time series ⋮ Nonparametric inference based on conditional moment inequalities ⋮ A review of uncertainty quantification for density estimation ⋮ Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations ⋮ Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators ⋮ Bootstrapping nonparametric density estimators with empirically chosen bandwidths. ⋮ Confidence bands for multivariate and time dependent inverse regression models
This page was built for publication:
