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Tie the straps : uniform bootstrap con fidence bands for bounded influence curve estimators
Härdle, Wolfgang; Ritov, Ya'acov; Wang, Weining - 2013
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
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick; Scaillet, Olivier - In: Annals of economics and statistics 128 (2017), pp. 151-202
Persistent link: https://www.econbiz.de/10011776891
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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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Encompassing tests for nonparametric regressions
Lapenta, Elia; Lavergne, Pascal - 2022
Persistent link: https://www.econbiz.de/10013202867
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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The time-varying coefficient Fama - French five factor model : a case study in the return of Japan portfolios
Asama Liammukda; Manad Khamkong; Lampang Saenchan; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 513-521
Persistent link: https://www.econbiz.de/10012671431
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The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
Kauermann, Göran; Müller, Marlene; Carroll, Raymond J. - 1997
Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010310781
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Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators
Härdle, Wolfgang Karl; Ritov, Ya'acov; Wang, Weining - 2013
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
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The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
Kauermann, Göran; Müller, Marlene; Carroll, Raymond J. - Sonderforschungsbereich 373, Quantifikation und … - 1997
Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative...
Persistent link: https://www.econbiz.de/10010983807
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Common Functional Principal Components
Benko, Michal; Härdle, Wolfgang; Kneip, Alois - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
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