Coverage Error Optimal Confidence Intervals for Local Polynomial Regression

[author] Edgeworth, Francis YsidroF. Y. (1906). The generalised law of error, or law of great numbers. Journal of the Royal Statistical Society 69 497–539

1906

Earlier work this paper cites.

[author] Bahadur, R. R.R. R. and Savage, Leonard J.L. J. (1956). The Nonexistence of Certain Statistical Procedures in Nonparametric Problems. Annals of Mathematical Statistics 27 1115–1122

1956

Earlier work this paper cites.

[author] Bhattacharya, R. N.R. N. and Rao, R. RangaR. R. (1976). Normal Approximation and Asymptotic Expansions. John Wiley and Sons

1976

Earlier work this paper cites.

[author] Bhattacharya, R. N.R. N. (1977). Refinements of the Multidimensional Central Limit Theorem and Applications. Annals of Probability 5 1–27

1977

Earlier work this paper cites.

[author] Skovgaard, Ib M.I. M. (1981). Transformation of an Edgeworth Expansion by a Sequence of Smooth Functions. Scandinavian Journal of Statistics 8 207-217

1981

Earlier work this paper cites.

[author] Beran, RudolfR. (1982). Estimated Sampling Distributions: The Bootstrap and Competitors. Annals of Statistics 10 212–225

1982

Earlier work this paper cites.

[author] Skovgaard, Ib M.I. M. (1986). On Multivariate Edgeworth Expansions. International Statistical Review 54 169-186

1986

Earlier work this paper cites.

[author] Muller, Hans-GeorgH.-G. and Stadtmuller, UlrichU. (1987). Estimation of Heteroscedasticity in Regression Analysis. Annals of Statistics 15 610-625

1987

Earlier work this paper cites.

[author] Hall, PeterP. (1991). Edgeworth Expansions for Nonparametric Density Estimators, with Applications. Statistics 22 215–232

1991

Earlier work this paper cites.

[author] Hall, PeterP. (1992). The Bootstrap and Edgeworth Expansion. Springer-Verlag, New York

1992

Earlier work this paper cites.

[author] Hall, PeterP. (1992). Effect of Bias Estimation on Coverage Accuracy of Bootstrap Confidence Intervals for a Probability Density. Annals of Statistics 20 675–694

1992

Earlier work this paper cites.

[author] Hall, PeterP. (1992). On Bootstrap Confidence Intervals in Nonparametric Regression. Annals of Statistics 20 695–711

1992

Cited alongside, same era.

[author] Hall, PeterP. and Jing, Bing-YiB.-Y. (1995). Uniform Coverage Error Bounds for Confidence Intervals and Berry-Esseen Theorems for Edgeworth Expansion. Annals of Statistics 23 363–375

1995

Cited alongside, same era.

[author] Fan, JianqingJ. and Gijbels, IréneI. (1996). Local Polynomial Modelling and its Applications. Chapman and Hall, London

1996

Cited alongside, same era.

[author] Cheng, Ming-YenM.-Y., Fan, JianqingJ. and Marron, J. S.J. S. (1997). On Automatic Boundary Corrections. Annals of Statistics 25 1691–1708

1997

Cited alongside, same era.

[author] Fan, JianqingJ., Gasser, TheoT., Gijbels, IreneI., Brockmann, MichaelM. and Engel, JoachimJ. (1997). Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency. Annals of the Institute of Statistical Mathematics 49 79-99

[author] Fan, JianqingJ. and Yao, QiweiQ. (2005). Nonlinear Time Series: Nonparametric and Parametric Methods. Springer, New York

2005

Later among the works it cites.

[author] MacKinnon, James G.J. G. (2013). Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis Thirty Years of Heteroskedasticity-Robust Inference, 437–461. Springer

2013

Later among the works it cites.

[author] Calonico, SebastianS., Cattaneo, Matias D.M. D. and Titiunik, RocioR. (2014). Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs. Econometrica 82 2295–2326

2014

Later among the works it cites.

[author] Calonico, SebastianS., Cattaneo, Matias D.M. D. and Farrell, Max H.M. H. (2018). On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. Journal of the American Statistical Association 113 767–779

2018

Closest in time.