Pages that link to "Item:Q4222534"

The following pages link to Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534):

Displaying 36 items.

• A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
• Bootstrap confidence interval for a correlation curve (Q654457) (← 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)
• Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
• Confidence bands in nonparametric regression with biased data (Q1768096) (← links)
• Regression-type inference in nonparametric autoregression (Q1807123) (← links)
• Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
• Simultaneous inference for Berkson errors-in-variables regression under fixed design (Q2086283) (← links)
• On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
• Simultaneous confidence bands and global inferences for extended partially linear single-index models (Q2110826) (← links)
• A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
• Asymptotic confidence sets for the jump curve in bivariate regression problems (Q2274946) (← links)
• Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
• Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
• A penalized spline estimator for fixed effects panel data models (Q2316728) (← links)
• Bayesian nonparametric spectral density estimation using B-spline priors (Q2329750) (← links)
• Confidence bands for multivariate and time dependent inverse regression models (Q2345117) (← links)
• Model-free model-fitting and predictive distributions (Q2392912) (← links)
• Simultaneous confidence bands for functional regression models (Q2407117) (← links)
• Adaptive confidence bands (Q2426627) (← links)
• Local and global asymptotic inference in smoothing spline models (Q2438763) (← links)
• Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)
• Confidence regions for images observed under the Radon transform (Q2451621) (← links)
• Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model (Q2787382) (← links)
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
• Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates (Q3179254) (← links)
• Technical trading and the volatility of exchange rates (Q4610247) (← links)
• Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition (Q4904708) (← links)
• Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach (Q4916507) (← links)
• A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data (Q4975407) (← links)
• Robust dynamic risk prediction with longitudinal studies (Q5880174) (← links)
• On confidence bands for multivariate nonparametric regression (Q5963709) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)