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A simple bootstrap method for constructing nonparametric confidence bands for functions

Citations

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Cited by:

  1. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
  2. Jean-Pierre FLORENS & Joel L. HOROWITZ & Ingrid VAN KEILEGOM, 2017. "Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems," Annals of Economics and Statistics, GENES, issue 128, pages 203-228.
  3. Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
  4. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. repec:hum:wpaper:sfb649dp2015-031 is not listed on IDEAS
  6. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
  7. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
  8. Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
  9. Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
  10. Gery Geenens & Thomas Cuddihy, 2018. "Non‐parametric evidence of second‐leg home advantage in European football," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1009-1031, October.
  11. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
  12. Susanne M Schennach, 2020. "A Bias Bound Approach to Non-parametric Inference," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(5), pages 2439-2472.
  13. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers 1808.01398, arXiv.org, revised Jul 2021.
  14. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers CWP01/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020. "Autoregressive wild bootstrap inference for nonparametric trends," Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
  16. Timo Dimitriadis & Lutz Duembgen & Alexander Henzi & Marius Puke & Johanna Ziegel, 2022. "Honest calibration assessment for binary outcome predictions," Papers 2203.04065, arXiv.org, revised Nov 2022.
  17. Katharina Proksch, 2016. "On confidence bands for multivariate nonparametric regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 209-236, February.
  18. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
  19. repec:hum:wpaper:sfb649dp2014-028 is not listed on IDEAS
  20. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
  21. Marco Bee, 2024. "On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(2), pages 251-269, June.
  22. Kathrin Möllenhoff & Kirsten Schorning & Franziska Kappenberg, 2023. "Identifying alert concentrations using a model‐based bootstrap approach," Biometrics, The International Biometric Society, vol. 79(3), pages 2076-2088, September.
  23. Kun Yi & Yoshihiko Nishiyama, 2022. "Smoothed bootstrapping kernel density estimation under higher order kernel," KIER Working Papers 1081, Kyoto University, Institute of Economic Research.
  24. Sergey Nasekin & Wolfgang Karl Hardle, 2020. "Model-driven statistical arbitrage on LETF option markets," Papers 2009.09713, arXiv.org.
  25. Peter Hall & Joel L. Horowitz, 2013. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers 29/13, Institute for Fiscal Studies.
  26. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 767-779, April.
  27. Rui Hua & Wenhao Gui, 2022. "Revisit to progressively Type-II censored competing risks data from Lomax distributions," Journal of Risk and Reliability, , vol. 236(3), pages 377-394, June.
  28. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
  29. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
  30. Salim Bouzebda & Chrysanthi Papamichail & Nikolaos Limnios, 2018. "On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 49-86, January.
  31. Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
  32. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
  33. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
  34. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers 01/17, Institute for Fiscal Studies.
  35. Yuya Sasaki & Takuya Ura, 2018. "Estimation and Inference for Policy Relevant Treatment Effects," Papers 1805.11503, arXiv.org, revised Jul 2020.
  36. Matias D. Cattaneo & Max H. Farrell & Yingjie Feng, 2018. "Large Sample Properties of Partitioning-Based Series Estimators," Papers 1804.04916, arXiv.org, revised Jun 2019.
  37. Florens, Jean-Pierre & Horowitz, Joel & Van Keilegom, Ingrid, 2016. "Bias-corrected condence intervals in a class of linear inverse problems," LIDAM Discussion Papers ISBA 2016021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  38. Jean-Pierre Florens & Joel L. Horowitz & Ingred van Keilegom, 2016. "Bias-corrected confidence intervals in a class of linear inverse problems," CeMMAP working papers 19/16, Institute for Fiscal Studies.
  39. Zhilova, Mayya, 2015. "Simultaneous likelihood-based bootstrap confidence sets for a large number of models," SFB 649 Discussion Papers 2015-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  40. Kengo Kato & Yuya Sasaki & Takuya Ura, 2018. "Inference based on Kotlarski's Identity," Papers 1808.09375, arXiv.org, revised Sep 2019.
  41. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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