A new approach to bootstrap inference in functional coefficient models

DOI10.1016/j.csda.2008.09.014zbMath1453.62110OpenAlexW2011604517MaRDI QIDQ961409

B. E. Eshmatov

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/22031

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Functional data analysis (62R10) Linear regression; mixed models (62J05)

Related Items (4)

A block bootstrap for quasi-likelihood in sparse functional data ⋮ Nonparametric hypothesis testing in clustered survival model ⋮ A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis ⋮ Functional data analysis in ecosystem research: the decline of Oweekeno Lake sockeye salmon and wannock river flow

Cites Work

• The wild bootstrap, tamed at last
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Local polynomial estimation in partial linear regression models under dependence
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Nonparametric and semiparametric models.
• Bootstrap and wild bootstrap for high dimensional linear models
• The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional-Coefficient Autoregressive Models
• On Non-Parametric Estimates of Density Functions and Regression Curves
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