Results 11 to 20 of about 20,217 (261)

Multi-Step-Ahead Prediction Intervals for Nonparametric Autoregressions via Bootstrap: Consistency, Debiasing, and Pertinence

Stats, 2023
To address the difficult problem of the multi-step-ahead prediction of nonparametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of nonparametric time-series model and ...
Dimitris N. Politis, Kejin Wu
doaj   +1 more source

Autoregressive wild bootstrap inference for nonparametric trends [PDF]

Journal of Econometrics, 2020
In this paper we propose an autoregressive wild bootstrap method to construct confidence bands around a smooth deterministic trend. The bootstrap method is easy to implement and does not require any adjustments in the presence of missing data, which makes it particularly suitable for climatological applications.
Friedrich, M., Smeekes, S., Urbain, J.
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Nonparametric detection using empirical distributions and bootstrapping [PDF]

2017 25th European Signal Processing Conference (EUSIPCO), 2017
Publication in the conference proceedings of EUSIPCO, Kos island, Greece ...
Koivunen, Visa, Zoubir, Abdelhak, Gölz, Martin   +3 more
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Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials. [PDF]

PLoS ONE, 2018
This article presents and investigates performance of a series of robust multivariate nonparametric tests for detection of location shift between two multivariate samples in randomized controlled trials.
Xuejun Jiang, Xu Guo, Ning Zhang, Bo Wang, Bo Zhang   +4 more
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Percentile Bootstrap Interval on Univariate Local Polynomial Regression Prediction

JTAM (Jurnal Teori dan Aplikasi Matematika), 2023
This study offers a new technique for constructing percentile bootstrap intervals to predict the regression of univariate local polynomials. Bootstrap regression uses resampling derived from paired and residual bootstrap methods.
Abil Mansyur, Elmanani Simamora, Ahmad Ahmad   +2 more
doaj   +1 more source

Computationally Efficient Bootstrap Expressions for Bandwidth Selection in Nonparametric Curve Estimation

Proceedings, 2018
Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric kernel hazard rate estimation (smoothed ...
Inés Barbeito, Ricardo Cao
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Nonparametric bootstrap prediction

Bernoulli, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fushiki, Tadayoshi, Komaki, Fumiyasu, Aihara, Kazuyuki   +2 more
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Selected Statistical Tests for Median and Their Properties

Acta Universitatis Lodziensis. Folia Oeconomica, 2017
In the paper, a selection of statistical tests for median are presented. In particular, parametric and nonparametric significance tests are considered.
Dorota Pekasiewicz, Agata Szczukocka
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Web-Bootstrap Estimate of Area Under ROC Curve

Austrian Journal of Statistics, 2016
The accuracy of binary discrimination models (discrimination between cases with and without any condition) is usually summarized by classification matrix (also called a confusion, assignment, or prediction matrix). Receiver operating characteristic (ROC)
Hana Skalská, Václav Freylich
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A Nonparametric Bootstrap Method for Heteroscedastic Functional Data

Journal of Agricultural, Biological and Environmental Statistics, 2023
AbstractThe objective is to provide a nonparametric bootstrap method for functional data that consists of independent realizations of a continuous one-dimensional process. The process is assumed to be nonstationary, with a functional mean and a functional variance, and dependent.
Rubén Fernández‐Casal, Sergio Castillo-Páez, Miguel Flores   +2 more
openaire   +3 more sources