Browsing by Subject "Model free"
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Conference Object
Bootstrap confidence intervals in nonparametric regression without an additive model
(Springer New York LLC, 2014)The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
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Article
Bootstrap prediction intervals for Markov processes
(2014)Given time series data X1,…,Xn, the problem of optimal prediction of Xn+1 has been well-studied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage ...