Bootstrap confidence bands for regression curves and their derivatives

By Gerda Claeskens, I. Van Keilegom. 2003

178 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e2452c71ca28462bb63219e8bddb386c6dfca146

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In Statistics and Probability

Citations in the corpus

Simultaneous Confidence Bands for Penalized Spline Estimators (2010, result): “This agrees with the finding of Cox (1993). Taking a small number of knots leads to a nearly parametric model where the smoothing parameter has little importance, which eliminates the differences between the mixed model representation of penalized splines and its standard nonparametric formulation.”
Anti-concentration and honest, adaptive confidence bands (2013, methodology): “To improve the finite sample coverage, bootstrap is often used in construction of confidence bands; see [3, 12].”
Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data (2010, background): “More recently, Claeskens and Van Keilegom (2003) extended some of those results to local likelihood estimators and local estimating equations.”
Efficient and fast spline-backfitted kernel smoothing of additive models (2009, unknown): “More recently, Claeskens and Van Keilegom (2003) improved upon Xia (1998 )b y using smoothed bootstrap, while Hardle et al. (2004) introduced the bootstrap bands with corrected bias.”
Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression (2014, background): “Nonparametric confidence bands for an unknown function were considered by [1, 30] and more recently by [5, 6, 13].”
Conditional quantile processes based on series or many regressors (2011, background): “More recent contributions include [32], [48], [38], and [25], among many others.”
Adaptive confidence bands (2007, background): “” The idea of one-sided inference in Donoho (1988) has a similar spirit.”
POLYNOMIAL SPLINE CONFIDENCE BANDS FOR REGRESSION CURVES (2009, background): “in Claeskens and Van Keilegom (2003) and Xia (1998) except the width of the band being of the same order ni1=5 (logn)1=2.”
An asymptotic theory for model selection inference in general semiparametric problems (2007, unknown): “Recently, Fan and Li (2004) use local polynomial estimators in a longitudinal data setting and select the variables of the parametric part of the partially linear model by means of a penalized least squares criterion. Simonoff and Tsai (1999) developed an improvement to the AIC for variable selectio”
Local and global asymptotic inference in smoothing spline models (2012, methodology): “The approach of [2] was originally developed in the context of density estimation, and it was then extended to M-estimation by [17] and local polynomial estimation by [5, 11, 44].”
Doubly robust uniform confidence band for the conditional average treatment effect function (2016, background): “For example, see Claeskens and Keilegom (2003) for smoothed bootstrap confidence bands and Chernozhukov, Lee, and Rosen (2013) for multiplier bootstrap confidence bands.”