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A simple bootstrap method for constructing nonparametric confidence bands for functions

Citations

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Cited by:

  1. Schafgans, Marcia & Zinde-Walsh, Victoria, 2026. "Multivariate kernel regression in vector and product metric spaces," Journal of Econometrics, Elsevier, vol. 253(C).
  2. Jean-Pierre FLORENS & Joel L. HOROWITZ & Ingrid VAN KEILEGOM, 2017. "Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems," Annals of Economics and Statistics, GENES, issue 128, pages 203-228.
  3. Alejo, Javier & Galvao, Antonio F. & Martinez-Iriarte, Julian & Montes-Rojas, Gabriel, 2025. "Unconditional quantile partial effects via conditional quantile regression," Journal of Econometrics, Elsevier, vol. 249(PA).
  4. repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS
  5. Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
  6. Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
  7. Friedman, Evan & Gonçalves, Duarte, 2026. "Quantal response equilibrium with a continuum of types: Characterization and nonparametric identification," Games and Economic Behavior, Elsevier, vol. 157(C), pages 571-591.
  8. Glanzer, Martin & Maier, Sebastian & Pflug, Georg Ch., 2025. "Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands," European Journal of Operational Research, Elsevier, vol. 327(1), pages 162-173.
  9. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
  10. Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
  11. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers 1808.01398, arXiv.org, revised Jul 2021.
  12. Federico Ferraccioli & Laura M. Sangalli & Livio Finos, 2023. "Nonparametric tests for semiparametric regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(3), pages 1106-1130, September.
  13. Katharina Proksch, 2016. "On confidence bands for multivariate nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 209-236, February.
  14. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
  15. Marco Bee, 2024. "On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(2), pages 251-269, June.
  16. Kathrin Möllenhoff & Kirsten Schorning & Franziska Kappenberg, 2023. "Identifying alert concentrations using a model‐based bootstrap approach," Biometrics, The International Biometric Society, vol. 79(3), pages 2076-2088, September.
  17. Kun Yi & Yoshihiko Nishiyama, 2022. "Smoothed bootstrapping kernel density estimation under higher order kernel," KIER Working Papers 1081, Kyoto University, Institute of Economic Research.
  18. Rui Hua & Wenhao Gui, 2022. "Revisit to progressively Type-II censored competing risks data from Lomax distributions," Journal of Risk and Reliability, , vol. 236(3), pages 377-394, June.
  19. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
  20. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
  21. Salim Bouzebda & Chrysanthi Papamichail & Nikolaos Limnios, 2018. "On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 49-86, January.
  22. Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
  23. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
  24. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
  25. Yuya Sasaki & Takuya Ura, 2018. "Estimation and Inference for Policy Relevant Treatment Effects," Papers 1805.11503, arXiv.org, revised Jul 2020.
  26. Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020. "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
  27. Florens, Jean-Pierre & Horowitz, Joel & Van Keilegom, Ingrid, 2016. "Bias-corrected condence intervals in a class of linear inverse problems," LIDAM Discussion Papers ISBA 2016021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  28. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
  29. Kengo Kato & Yuya Sasaki & Takuya Ura, 2018. "Inference based on Kotlarski's Identity," Papers 1808.09375, arXiv.org, revised Sep 2019.
  30. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
  32. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
  33. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
  34. Gery Geenens & Thomas Cuddihy, 2018. "Non‐parametric evidence of second‐leg home advantage in European football," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1009-1031, October.
  35. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers CWP01/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  36. Timo Dimitriadis & Lutz Duembgen & Alexander Henzi & Marius Puke & Johanna Ziegel, 2022. "Honest calibration assessment for binary outcome predictions," Papers 2203.04065, arXiv.org, revised Nov 2022.
  37. repec:hum:wpaper:sfb649dp2014-028 is not listed on IDEAS
  38. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
  39. Sergey Nasekin & Wolfgang Karl Hardle, 2020. "Model-driven statistical arbitrage on LETF option markets," Papers 2009.09713, arXiv.org.
  40. Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers 29/13, Institute for Fiscal Studies.
  41. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers 01/17, Institute for Fiscal Studies.
  42. Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.
  43. Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016. "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers 19/16, Institute for Fiscal Studies.
  44. Zhilova, Mayya, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers 2015-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  45. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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