A weighted bootstrap approximation for comparing the error distributions in nonparametric regression

DOI10.1080/00949655.2017.1373776MaRDI QIDQ5107014zbMATH OpenOpenAlexFDO

Authors G. I. Rivas-Martínez, M. D. Jiménez-Gamero

Publication date 22 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2017.1373776

zbMATH Keywords

computational efficiencyconsistencynonparametric modelsregression residualsweighted bootstrap

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A class of tests for the two-sample problem for count data
• A Test of Equality of Regression Curves Using Gâteaux Scores
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function
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• Comparing distribution functions of errors in linear models: a nonparametric approach
• Comparison of error distributions in nonparametric regression
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
• Fast tests for the two-sample problem based on the empirical characteristic function
• Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
• Introduction to empirical processes and semiparametric inference
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
• Non-Parametric Analysis of Covariance
• Non-parametric estimation of the residual distribution
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Computationally efficient approximations for independence tests in non-parametric regression
• Weighted bootstrap for two-sample U-statistics
• Testing mean independence with functional covariate

Describes a project that uses

Uses Software

• R

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