Pages that link to "Item:Q1184234"
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The following pages link to Rate of convergence for the wild bootstrap in nonparametric regression (Q1184234):
Displaying 16 items.
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- Bootstrap in functional linear regression (Q710808) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Testing the hypothesis of a general linear model using nonparametric regression estimation (Q1345542) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator (Q2257020) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- On the Validity of the Bootstrap in Non-Parametric Functional Regression (Q3077797) (← links)
- Ordenes de convergencia para las aproximaciones normal y bootstrap en estimacion no parametrica de la funcion de densidad (Q3210006) (← links)
- Bootstrap Calibration in Functional Linear Regression Models with Applications (Q3298466) (← links)
- Bootstrapping regression quantiles (Q3432392) (← links)
- Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
- Better Bootstrap Confidence Intervals for Regression Curve Estimation (Q4857301) (← links)
- Permutation Tests at Nonparametric Rates (Q6185578) (← links)
- Combining multiple imputation with raking of weights: an efficient and robust approach in the setting of nearly true models (Q6628218) (← links)
