Better Bootstrap Confidence Intervals for Regression Curve Estimation

DOI10.1080/02331889508802498MaRDI QIDQ4857301zbMATH OpenOpenAlexFDO

Authors Sylvie Huet, Emmanuel Jolivet, Wolfgang K. Härdle

Publication date 6 May 1996

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889508802498

zbMATH Keywords

bias correctionconfidence intervalscoverage accuracycurve estimationexplicit bias estimationheteroscedatic variance structurekernel estimatorsnonparametric regressionsmoothing parameter selectionundersmoothingwild bootstrap

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 66816
• Bootstrap confidence bands for regression curves and their derivatives
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• Bootstrap confidence intervals in nonparametric regression without an additive model
• Bootstrap confidence intervals in nonparametric regression with built-in bias correction

Cites work

• Bootstrap simultaneous error bars for nonparametric regression
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Edgeworth expansions for nonparametric density estimators, with applications
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• On bootstrap confidence intervals in nonparametric regression
• On bootstrapping kernel spectral estimates
• Rate of convergence for the wild bootstrap in nonparametric regression
• The bootstrap and Edgeworth expansion

Cited in

(11)

• Bootstrap confidence intervals for principal response curves
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• Nonparametric inference via bootstrapping the debiased estimator
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• scientific article; zbMATH DE number 66816 (Why is no real title available?)
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
• Confidence Intervals for Nonparametric Curve Estimates
• Confidence intervals centred on bootstrap smoothed estimators
• Bootstrap confidence interval for a correlation curve
• The choice of smoothing parameter in nonparametric regression through wild bootstrap

This page was built for publication: Better Bootstrap Confidence Intervals for Regression Curve Estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4857301)