首页    期刊浏览 2024年09月19日 星期四
登录注册

文章基本信息

  • 标题:Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
  • 本地全文:下载
  • 作者:Liang Wang ; Dimitris N. Politis
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2021
  • 卷号:15
  • 期号:1
  • 页码:392-426
  • DOI:10.1214/20-EJS1781
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:Bootstrap for nonparametric regression has been around for more than 30 years. Nevertheless, most results are based on assuming an additive regression model with respect to independent and identical (i.i.d.) errors. An exception is the Local Bootstrap of Shi [23] for which, however, no bootstrap consistency results are available. We attempt to remedy this here while at the same time showing bootstrap consistency for a more general class of methods that fall under the heading of Model-free Bootstrap of Politis [18].
  • 关键词:Non-additive regression model;model-free bootstrap;local bootstrap;bootstrap confidence interval;heteroscedasticity
国家哲学社会科学文献中心版权所有