A new approach to bootstrap inference in functional coefficient models

DOI10.1016/J.CSDA.2008.09.014MaRDI QIDQ961409zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/22031

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Functional data analysis (62R10)

Recommendations

• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
• On the validity of the bootstrap in non-parametric functional regression
• Bootstrapping factor-augmented regression models
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Functional-Coefficient Regression Models for Nonlinear Time Series

Cites work

• scientific article; zbMATH DE number 4147295 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Jackknife, bootstrap and other resampling methods in regression analysis
• Local polynomial estimation in partial linear regression models under dependence
• Nonparametric and semiparametric models.
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
• The wild bootstrap, tamed at last

Cited in

(4)

• Nonparametric hypothesis testing in clustered survival model
• A block bootstrap for quasi-likelihood in sparse functional data
• Functional data analysis in ecosystem research: the decline of Oweekeno Lake sockeye salmon and wannock river flow
• A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis

This page was built for publication: A new approach to bootstrap inference in functional coefficient models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961409)