Browsing by Subject "Regression"
Now showing items 1-7 of 7
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Article
Bootstrap technology and applications
(1992)Bootstrap resampling methods have emerged as powerful tools for constructing inferential procedures in modern statistical data analysis. Although these methods depend on the availability of fast, inexpensive computing, ...
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Article
Heteroscedastic one-way ANOVA and lack-of-fit tests
(2004)Recent articles have considered the asymptotic behavior of the one-way analysis of variance (ANOVA) F statistic when the number of levels or groups is large. In these articles, the results were obtained under the assumption ...
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Article
Local block bootstrap inference for trending time series
(2013)Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...
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Article
Local block bootstrap inference for trending time seriesAAA
(2013)Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic ...
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Article
Model-free model-fitting and predictive distributions
(2013)The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. ...
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Book
Nonparametric predictive regression
(2012)
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Article
Robust Autocorrelation Estimation
(2016)In this article, we introduce a new class of robust autocorrelation estimators based on interpreting the sample autocorrelation function as a linear regression. We investigate the efficiency and robustness properties of ...