Bounded length confidence intervals in nonparametric regression

DOI10.1080/07474949008836204MaRDI QIDQ3484189zbMATH OpenOpenAlexFDO

Authors Marc Aerts, Jan C. Geertsema

Publication date 1990

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949008836204

zbMATH Keywords

asymptotic efficiencybounded length confidence intervalslinear kernel estimatornonparametric regressionregression quantiles

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Consistent nonparametric regression. Discussion
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• Nonparametric estimation of a regression function
• On nonparametric regression estimators based on regression quantiles
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential Confidence Intervals Based on Rank Tests

Cited in

(10)

• Accurate confidence intervals in regression analyses of non-normal data
• Two stage sequential procedure for nonparametric regression estimation
• Confidence intervals for nonparametric regression functions under negatively associated errors
• Sample size determination for kernel regression estimation using sequential fixed-width confidence bands
• Pointwise interval estimation of the regression function for fix-design nonparametric regression models
• Asymptotic normality of the lengths of a class of nonparametric confidence intervals for a regression parameter
• Bootstrapping regression quantiles
• Sequential methods for bounding the error in nonparametric regression
• Sequential nonparametric fixed-width confidence intervals for conditional quantiles
• Nonparametric regression, confidence regions and regularization

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