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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 ...
Bootstrap confidence bands for spectra and cross-spectra
(Publ by IEEE, 1989)
Summary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when ...
Heteroskedastic linear regression: Steps towards adaptivity, efficiency, and robustness
(Springer New York LLC, 2014)
In linear regression with heteroscedastic errors, the Generalized Least Squares (GLS) estimator is optimal, i.e., it is the Best Linear Unbiased Estimator (BLUE). The Ordinary Least Squares (OLS) estimator is suboptimal ...
Moving average processes and maximum entropy
(Publ by IEEE, 1990)
Summary form only given, as follows. Let Xt, t ε Z be a wide-sense stationary stochastic process with mean EXt = 0 and autocovariance γ(k) = EXt Xt+k, k ε Z. It is well known (Burg, 1967) that the maximum-entropy wide-sense ...