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Implements debiased kernel density and local-linear regression estimators with empirical-bootstrap simultaneous confidence bands, as proposed by Cheng and Chen (2019) <doi:10.1214/19-EJS1575>. Also provides bandwidth selectors and grid-based confidence sets for density level sets and inverse regression.
Package details |
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| Author | Gang Cheng [aut, cre], Yen-Chi Chen [aut] |
| Maintainer | Gang Cheng <mathchenggang@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/mathcg/debiased-inference https://doi.org/10.1214/19-EJS1575 |
| Package repository | View on CRAN |
| Installation |
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