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Bootstrap Simultaneous Error Bars For Nonparametric Regression

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  • HARDLE, W.
  • MARRON, J.

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Bibliographic Info

Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1989023.

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Date of creation: 01 Jan 1989
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Handle: RePEc:cor:louvco:1989023

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Cited by:
  1. Linton, Oliver, 2002. "Edgeworth approximations for semiparametric instrumental variable estimators and test statistics," Journal of Econometrics, Elsevier, vol. 106(2), pages 325-368, February.
  2. R. Fraiman & G. Pérez-Iribarren, 1996. "Nonparametric conservative bands for the trend of Gaussian AR(p) models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 5(1), pages 125-144, June.
  3. Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
  4. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
  5. Paul Hall & Joel Horowitz, 2012. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP14/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Bissantz, Nicolai & Dümbgen, Lutz & Munk, Axel & Stratmann, Bernd, 2008. "Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces," Technical Reports 2008,25, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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