Showing 1 - 10 of 11
generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the … estimator in the context of local (multivariate) estimation based on estimating functions. As expected, this lower order bias is …, the bias-corrected estimators increase variance by a factor independent of the problem, depending only on the kernel used …
Persistent link: https://www.econbiz.de/10010310781
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 …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10010331127
generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the … estimator in the context of local (multivariate) estimation based on estimating functions. As expected, this lower order bias is …, the bias-corrected estimators increase variance by a factor independent of the problem, depending only on the kernel used …
Persistent link: https://www.econbiz.de/10010983807
the two sample inference for FPCA and develop two sample theory. We propose bootstrap tests for testing the equality of …
Persistent link: https://www.econbiz.de/10005677915
nonparametric setup. The rates of convergence for the normal limit, its plug in approach and the wild bootstrap are compared … conditionally on the explanatory variable X and also unconditionally. It turns out that the wild bootstrap performs better than the …
Persistent link: https://www.econbiz.de/10005032080
distribution is normal under the null hypothesis, and a consistent bootstrap is available to get simulation based critical values …
Persistent link: https://www.econbiz.de/10005162958
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 …. Our bootstrap method can be used in many situations like constructing condence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10010701762
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 …. Our bootstrap method can be used in many situations like constructing con dence intervals and bands. We demonstrate the …
Persistent link: https://www.econbiz.de/10010195959
Persistent link: https://www.econbiz.de/10011776891
Persistent link: https://www.econbiz.de/10012262514