Model-free model-fitting and predictive distributions

DOI10.1007/s11749-013-0317-7zbMath1367.62135OpenAlexW2103869087MaRDI QIDQ2392912

Dimitris N. Politis

Publication date: 5 August 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-013-0317-7

zbMATH Keywords

bootstrapsmoothingtransformationscross-validationregressionprediction intervalsnonparametric estimationheteroskedasticityfrequentist prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Foundations and philosophical topics in statistics (62A01) Nonparametric statistical resampling methods (62G09)

Related Items (13)

Model-free bootstrap for a general class of stationary time series ⋮ Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Bootstrap prediction intervals for Markov processes ⋮ Conditional predictive inference for stable algorithms ⋮ A Complete Framework for Model-Free Difference-in-Differences Estimation ⋮ Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model ⋮ Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model ⋮ Predictive Inference for Locally Stationary Time Series With an Application to Climate Data ⋮ Bootstrap Joint Prediction Regions ⋮ Methods to compute prediction intervals: a review and new results ⋮ Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction ⋮ Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points

Uses Software

• bootstrap
• bootlib

Cites Work

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