Showing 1 - 10 of 185
In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (EDF) for residuals. It is known that the approximation error...
Persistent link: https://www.econbiz.de/10012966300
We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10012966544
We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and verify the bootstrap improvement. To cope with curse of dimensionality, a variant of "coupling" bootstrap techniques are developed for additive models with both symmetric error...
Persistent link: https://www.econbiz.de/10010195959
Persistent link: https://www.econbiz.de/10010498722
Persistent link: https://www.econbiz.de/10000730852
Persistent link: https://www.econbiz.de/10000735932
Persistent link: https://www.econbiz.de/10000728070
Persistent link: https://www.econbiz.de/10001509372
Persistent link: https://www.econbiz.de/10001470204
Persistent link: https://www.econbiz.de/10001470372