Pages that link to "Item:Q1194534"

The following pages link to On bootstrap confidence intervals in nonparametric regression (Q1194534):

Displaying 30 items.

• Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
• A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
• On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
• On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
• Coverage accuracy of confidence intervals in nonparametric regression (Q1432851) (← links)
• A nonparametric measure of local association for two-way contingency tables (Q1615134) (← links)
• Bootstrap bias corrections for ensemble methods (Q1702284) (← links)
• Adaptive simultaneous confidence intervals in non-parametric estimation (Q1771436) (← links)
• Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
• Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
• No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
• Nonparametric tests for conditional independence in two-way contingency tables (Q2267580) (← links)
• Confidence bands for multivariate and time dependent inverse regression models (Q2345117) (← links)
• Rejoinder on: Model-free model-fitting and predictive distributions (Q2392914) (← links)
• Empirical likelihood based inference for the derivative of the nonparametric regression function (Q2496943) (← links)
• Coverage error optimal confidence intervals for local polynomial regression (Q2676952) (← links)
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
• Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing (Q2852622) (← links)
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)
• On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
• Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators (Q3378024) (← links)
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
• Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
• Better Bootstrap Confidence Intervals for Regression Curve Estimation (Q4857301) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Standard Errors for Nonparametric Regression (Q5861018) (← links)
• An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture‐based clustering (Q6051670) (← links)