most citedModel-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals

2 citations · 3 across the 3 of their papers we have counts for

collaborators

3 papers

stat.ME2021★ 1 cited

Model-free Bootstrap Prediction Regions for Multivariate Time Series

Yiren Wang, Dimitris N. Politis

In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was proposed for generating prediction intervals of univariate, (locally) stationary time series. Theoretical guarant…

math.ST2021★ 2 cited

Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals

Yiren Wang, Dimitris N. Politis

Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two…

math.ST2019

Model-free Bootstrap for a General Class of Stationary Time Series

Yiren Wang, Dimitris N. Politis

A model-free bootstrap procedure for a general class of stationary time series is introduced. The theoretical framework is established, showing asymptotic validity of bootstrap con…