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Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation

Heuchenne, Cédric; Keilegom, Ingrid - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 273-297

Persistent link: https://www.econbiz.de/10005616191

Bootstrap of residual processes in regression : to smooth or not to smooth?

Neumeyer, Natalie; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050820

Statistical inference on regression with spatial dependence

Robinson, Peter M.; Thawornkaiwong, Supachoke - 2011

Central limit theorems are developed for instrumental variables estimates of linear and semi-parametric partly linear regression models for spatial data. General forms of spatial dependenceand heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...

Persistent link: https://www.econbiz.de/10010288343

Statistical inference on regression with spatial dependence

Robinson, Peter M.; Thawornkaiwong, Supachoke - In: Journal of Econometrics 167 (2012) 2, pp. 521-542

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression models for spatial data. General forms of spatial dependence and heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...

Persistent link: https://www.econbiz.de/10010574069

On regression model selection for the data with correlated errors

Wei, Wen - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 291-308

Persistent link: https://www.econbiz.de/10004999526

Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

Navarro, Fabien; Saumard, Adrien - 2017

Persistent link: https://www.econbiz.de/10012200026

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models

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 … bootstrap method can be used in many situations such as constructing confidence intervals and bands. We demonstrate the …

Persistent link: https://www.econbiz.de/10011189579

Testing for one-sided alternatives in nonparametric censored regression

Heuchenne, Cédric; Pardo-Fernández, Juan - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 3, pp. 498-518

null hypothesis at the parametric rate n <Superscript>−1/2</Superscript>. The practical performance of a bootstrap version …

Persistent link: https://www.econbiz.de/10010994253

Bootstrapping the nonparametric ARCH regression model

Shimizu, Kenichi - In: Statistics & Probability Letters 87 (2014) C, pp. 61-69

–Watson estimators for the model. We propose a residual and a wild bootstrap method and prove weak consistency of the bootstrap …

Persistent link: https://www.econbiz.de/10010752966

On the use of nonparametric regression for model checking

Azzalini, A.; Bowman, A.W.; Haerdle, W. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028222