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[Construction of the sharp confidence bands using multiplier bootstrap] В. Г. Спокойныйab a Weierstrass Institute for Applied Analysis and Stochastics, Berlin b Humboldt-Universität zu Berlin |
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Аннотация: The talk discusses the use of a multiplier bootstrap procedure for constructing sharp confidence bands in generalized regression. Theoretical results justify this procedure for finite samples and a possible model misspecification. Язык доклада: английский |
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