Pages that link to "Item:Q2277704"
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The following pages link to Bootstrap simultaneous error bars for nonparametric regression (Q2277704):
Displaying 50 items.
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Modified kernel regression estimation with functional time series data (Q277279) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← 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)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- Explaining inefficiency in nonparametric production models: the state of the art (Q490125) (← links)
- Tests for independence in non-parametric heteroscedastic regression models (Q632754) (← links)
- Bootstrap confidence interval for a correlation curve (Q654457) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Period analysis of variable stars: temporal dependence and local optima (Q1020710) (← links)
- An empirical study of a test for polynomial relationships in randomly right censored regression models (Q1020769) (← links)
- On the local behaviour of the Yang regression estimate (Q1209710) (← links)
- Nonparametric bootstrap confidence intervals for discrete regression functions (Q1260690) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations (Q1382193) (← links)
- On nonparametric confidence intervals (Q1383093) (← links)
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- A nonparametric measure of local association for two-way contingency tables (Q1615134) (← links)
- An adaptation theory for nonparametric confidence intervals (Q1766118) (← links)
- Confidence bands in nonparametric regression with biased data (Q1768096) (← links)
- Adaptive simultaneous confidence intervals in non-parametric estimation (Q1771436) (← links)
- Asymptotic and bootstrap confidence bounds for the structural average of curves. (Q1807117) (← links)
- Confidence regions for the set of global maximizers of nonparametrically estimated curves. (Q1818617) (← links)
- Confidence bands in generalized linear models. (Q1848783) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- On the use of nonparametric regression in assessing parametric regression models (Q1868099) (← links)
- Nonparametric conservative bands for the trend of Gaussian AR(p) models (Q1919724) (← links)
- A new class of semi-mixed effects models and its application in small area estimation (Q1927073) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs (Q2032215) (← links)
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing (Q2062402) (← links)
- Oracle-efficient estimation for functional data error distribution with simultaneous confidence band (Q2072397) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Functional data analysis in ecosystem research: the decline of Oweekeno Lake sockeye salmon and wannock river flow (Q2261006) (← links)
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
