Bootstrap confidence intervals in nonparametric regression with built-in bias correction

DOI10.1016/J.SPL.2008.02.032zbMATH Open1146.62029OpenAlexW2091290241MaRDI QIDQ951201FDOQ951201

Authors: Timothy L. McMurry, Dimitris Politis 

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.032

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Nonparametric smoothing and lack-of-fit tests
• Bootstrap simultaneous error bars for nonparametric regression
• Title not available (Why is that?)
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Title not available (Why is that?)
• Some asymptotic theory for the bootstrap
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• Adaptive bandwidth choice
• Nonparametric regression with infinite order flat-top kernels
• Bootstrap confidence bands for regression curves and their derivatives
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
• Simultaneous bootstrap confidence bands in nonparametric regression
• Mean square error properties of density estimates
• Multivariate density estimation with general flat-top kernels of infinite order
• Mean integrated square error properties of density estimates
• A note on the usefulness of superkernels in density estimation
• Minimally biased nonparametric regression and autoregression

Cited In (23)

• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
• Nonparametric bootstrap confidence intervals for discrete regression functions
• Pointwise interval estimation of the regression function for fix-design nonparametric regression models
• Title not available (Why is that?)
• Bootstrap confidence intervals for local likelihood, local estimating equations and varying coefficient models
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Multiplier bootstrap methods for conditional distributions
• Multiply robust estimation in nonparametric regression with missing data
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Bootstrap confidence intervals in regression models with measurement error
• Model-free model-fitting and predictive distributions
• Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
• Simple and honest confidence intervals in nonparametric regression
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Better Bootstrap Confidence Intervals for Regression Curve Estimation
• Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
• Title not available (Why is that?)
• On bootstrap confidence intervals in nonparametric regression
• Data sharpening method in regression confidence band
• Robust inference in semiparametric spatial-temporal models
• Bootstrap confidence intervals in nonparametric regression without an additive model

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