Simultaneous Inference for Monotone and Smoothly Time-Varying Functions Under Complex Temporal Dynamics
复杂时间动态下单调且平滑时变函数的同时推断
We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone rearrangement and the nonparametric estimation. We capitalize the Gaussian approximation for the nonparametric monotone estimator and construct the asymptotically correct simultaneous confidence bands (SCBs) using designed bootstrap methods. We investigate two general and practical scenarios. The…