Bootstrap simultaneous error bars for nonparametric regression

DOI10.1214/AOS/1176348120zbMath0725.62037OpenAlexW2008353574MaRDI QIDQ2277704

James Stephen Marron, Wolfgang Karl Härdle

Publication date: 1991

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348120

zbMATH Keywords

bootstrapsimulationkernel smoothingresamplingnonparametric regressiondemand theoryasymptotically correct coverage probabilitiesBonferroni-type barsestimated residual distributionkernel estimates of regression functionsSimultaneous error barsvariability bound

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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