Simultaneous Confidence Bands for Penalized Spline Estimators

By Tatyana Krivobokova, Thomas Kneib, Gerda Claeskens. 2010

122 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0f20a50e90b0acbe6ca0b40a01f231e26d75462a

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In Statistics and Probability

1. N. Klein
2. Thomas Kneib
3. Stefan Lang
4. Li Wang
5. Lijian Yang
6. Guang Cheng
7. Guannan Wang
8. Zuofeng Shang

Citations in the corpus

• Bayesian structured additive distributional regression for multivariate responses (2015, methodology): “For non-parametric effects we choose the 95% simultaneous credible band constructed following Krivobokova et al. (2010).”
• Well-Being over the Life Span: Semiparametric Evidence from British and German Longitudinal Data (2009, methodology): “Recently a method to construct simultaneous confidence bands for P-spline models has been proposed by Krivobokova, Kneib, and Claeskens (2010) and Wiesenfarth, Krivobokova, & Klasen (2010), which could yield a less conservative result.”
• Scale-Dependent Priors for Variance Parameters in Structured Additive Distributional Regression (2016, background): “…(George and Liu, 1981; Rue, 2001) and profit from existing procedures for computing simultaneous confidence bands for nonparametric effects as developed in Krivobokova et al. (2010) or to specify multilevel models (Lang et al., 2014) that can immediately be combined with the new prior structures.”
• Estimation and Inference for Generalized Geoadditive Models (2020, background): “…bands (SCBs) is a powerful tool to evaluate and visualize the variability of the estimators and to make global inferences (see Wang and Yang 2009; Krivobokova, Kneib, and Claeskens 2010; McKeague and Zhao 2006; Wiesenfarth et al. 2012; Zheng et al. 2016 for some related theory and applications…”
• Local and global asymptotic inference in smoothing spline models (2012, methodology): “The volume-of-tube method [38] is another approach, but it requires the error distribution to be symmetric; see [22, 45].”
• Bayesian Generalized Additive Models for Location, Scale, and Shape for Zero-Inflated and Overdispersed Count Data (2015, methodology): “We, therefore, base our decision on simultaneous credible bands (Krivobokova, Kneib, and Claeskens 2010) and exclude nonlinear effects if such a 95% credible band contains zero for all observed covariate values.”