Bootstrap simultaneous error bars for nonparametric regression (Q2277704): Difference between revisions
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| Property / DOI: 10.1214/aos/1176348120 / rank | |||
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| Property / author: Wolfgang Karl Härdle / rank | |||
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| Property / author: Q84640 / rank | |||
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| Property / author: Wolfgang Karl Härdle / rank | |||
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| Property / author: James Stephen Marron / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aos/1176348120 / rank | |||
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| Property / OpenAlex ID: W2008353574 / rank | |||
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| Property / DOI: 10.1214/AOS/1176348120 / rank | |||
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Latest revision as of 19:13, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap simultaneous error bars for nonparametric regression |
scientific article |
Statements
Bootstrap simultaneous error bars for nonparametric regression (English)
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1991
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kernel smoothing
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nonparametric regression
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variability bound
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demand theory
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Simultaneous error bars
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kernel estimates of regression functions
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bootstrap
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resampling
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estimated residual distribution
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asymptotically correct coverage probabilities
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Bonferroni-type bars
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simulation
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