Pages that link to "Item:Q269798"
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The following pages link to Model-free prediction and regression. A transformation-based approach to inference (Q269798):
Displaying 15 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Optimal index estimation of heavy-tailed distributions (Q4987194) (← links)
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support (Q5051328) (← links)
- Nonparametric Anomaly Detection on Time Series of Graphs (Q5066461) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Adding flexibility to Markov Switching models (Q5142162) (← links)
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points (Q5869284) (← links)
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)
- Bootstrap prediction inference of nonlinear autoregressive models (Q6604029) (← links)
- Model-free prediction of time series: a nonparametric approach (Q6611237) (← links)
