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Theory and Method

Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands

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Pages 102-110 | Received 01 Jun 1985, Published online: 12 Mar 2012

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Wenchao Xu, Hongmei Lin, Tiejun Tong & Riquan Zhang. (2024) A new method for estimating Sharpe ratio function via local maximum likelihood. Journal of Applied Statistics 51:1, pages 34-52.
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Michael H. Neumann & Jörg Polzehl. (1998) Simultaneous bootstrap confidence bands in nonparametric regression. Journal of Nonparametric Statistics 9:4, pages 307-333.
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Ann Cowling, Peter Hall & MichaelJ. Phillips. (1996) Bootstrap Confidence Regions for the Intensity of a Poisson Point Process. Journal of the American Statistical Association 91:436, pages 1516-1524.
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W. Härdle, S. Huet & E. Jolivet. (1995) Better Bootstrap Confidence Intervals for Regression Curve Estimation. Statistics 26:4, pages 287-306.
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Peter Hall & ArtB. Owen. (1993) Empirical Likelihood Confidence Bands in Density Estimation. Journal of Computational and Graphical Statistics 2:3, pages 273-289.
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Julian J. Faraway. (1990) Bootstrap selection of bandwidth and confidence bands for nonparametric regression. Journal of Statistical Computation and Simulation 37:1-2, pages 37-44.
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Articles from other publishers (4)

Liang Wang & Dimitris N. Politis. (2021) Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model. Electronic Journal of Statistics 15:1.
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Félix Camirand Lemyre & Jean-François Quessy. (2016) Multiplier bootstrap methods for conditional distributions. Statistics and Computing 27:3, pages 805-821.
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Itai Dattner & Chris A. J. Klaassen. (2015) Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters. Electronic Journal of Statistics 9:2.
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