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 probabilitylocal cross-validationpointwise cofidence intervalssmoothing splines

Mathematics Subject Classification ID

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

Recommendations

• Confidence intervals for nonparametric regression
• Coverage accuracy of confidence intervals in nonparametric regression
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
• Better Bootstrap Confidence Intervals for Regression Curve Estimation
• Confidence intervals for nonparametric quantile regression: an emphasis on smoothing splines approach

Cited in

(23)

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

This page was built for publication: Confidence Intervals for Nonparametric Curve Estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4808066)