Confidence Intervals for Nonparametric Curve Estimates

DOI10.1198/016214501750332811MaRDI QIDQ4808066zbMATH OpenOpenAlexFDO

Authors David J. Cummins, Tom G. Filloon, Douglas Nychka

Publication date 7 August 2003

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214501750332811

zbMATH Keywords

coverage probabilitysmoothing splineslocal cross-validationpointwise cofidence intervals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Diagnostics, and linear inference and regression (62J20) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(21)

• Bayesian adaptive smoothing splines using stochastic differential equations
• EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
• Regression tolerance intervals
• Fast covariance estimation for high-dimensional functional data
• Confidence regions for the set of global maximizers of nonparametrically estimated curves.
• A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow
• Identifying local smoothness for spatially inhomogeneous functions
• Simultaneous nonparametric inference of time series
• Transformed polynomials for nonlinear autoregressive models of the conditional mean
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators
• Priors for Bayesian adaptive spline smoothing
• Confidence intervals for nonparametric regression
• Practical use of robust GCV and modified GCV for spline smoothing
• Locally optimal adaptive smoothing splines
• Performance of robust GCV and modified GCV for spline smoothing
• Parameter choices for fast harmonic spline approximation
• Robust GCV choice of the regularization parameter for correlated data
• Efficient algorithms for robust generalized cross-validation spline smoothing
• Adaptive confidence bands
• Comparing parameter choice methods for regularization of ill-posed problems
• Confidence bands in nonparametric time series regression

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