Results 241 to 250 of about 22,159 (266)

Bootstrap confidence bands in nonparametric regression

1994
In the present paper we construct asymptotic confidence bands in nonparametric regression. Our assumptions admit unequal variances of the observations and nonuniform, possibly considerably clustered design. The confidence band is based on an undersmoothed local linear estimator, and an appropriate quantile is obtained via the wild bootstrap made ...
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SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION

Australian Journal of Statistics, 1993
SummaryBootstrap techniques have been used to construct confidence bands in nonparametric regression problems (Härdle & Bowman, 1988). Yet the required simulation is generally computationally intensive and therefore makes it difficult to conduct further investigations.
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Bayesian Nonparametric Bootstrap Confidence Intervals

1985
Abstract : Let X sub 1,...,X sub n be a random sample from an unknown probability distribution P on the sample space X, and let theta = theta(P) be a parameter of interest. This paper gives a Bayesian botstrap method of obtaining Bayes estimates and Bayesian confidence limits for theta, using a (non- degenerate) Dirichlet process prior for P.
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Nonparametric Bootstrap Tests: Some Applications

1992
In a series of papers Beran (1984, 1986, 1988) proposed bootstrap techniques for hypothesis testing. These tests are concerned with the following situation. Let {X 1, X 2,…, X n} be an i.i.d. sample of n random variables with distribution function F and the parameter θ(F) which is a real-valued functional statistic to be tested for H 0: θ(F) = θ 0.
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A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING [PDF]

, 2001
This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test.
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A Consistent Nonparametric Bootstrap Test of Exogeneity [PDF]

, 2013
This paper proposes a novel way of testing exogeneity of an explanatory variable without any parametric assumptions in the presence of a "conditional" instrumental variable. A testable implication is derived that if an explanatory variable is endogenous, the conditional distribution of the outcome given the endogenous variable is not independent of its
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Nonparametric Bootstrap Estimation for Implicitly Weighted Robust Regression.

2017
Implicitly weighted robust regression estimators for linear and nonlinear regression models include linear and nonlinear versions of the least trimmed squares and least weighted squares. After recalling known facts about these estimators, a nonparametric bootstrap procedure is proposed in this paper for estimates of their variances.
Kalina, J. (Jan), Peštová, B. (Barbora)   +1 more
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Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method

Statistics in Medicine, 2017
Indika Mallawaarachchi, Alok Dwivedi, Luis A Alvarado   +2 more
exaly  

Nonparametric bootstrap analysis with applications to demographic effects in demand functions

Journal of Econometrics, 1997
Pedro Gozalo
exaly  

Simultaneous bootstrap confidence bands in nonparametric regression

Journal of Nonparametric Statistics, 1998
Joerg Polzehl, Michael Neumann
exaly