Härdle, Wolfgang Karl; Ritov, Ya’acov; Wang, Weining - In: Journal of Multivariate Analysis 134 (2015) C, pp. 129-145
This study considers the theoretical bootstrap “coupling” techniques for nonparametric robust smoothers and quantile regression, and we verify the bootstrap improvement. To handle the curse of dimensionality, a variant of “coupling” bootstrap techniques is developed for additive models...