On bootstrap confidence intervals in nonparametric regression (Q1194534)

A pivotal approach to nonparametric regression is considered. Some of the theoretical advantages of this approach are pointed out, among them a reduction in the error of the bootstrap distribution function estimate and a reduction in coverage error of confidence interval. Comparisons are made with the case of nonparametric density estimation, where a pivotal approach also reduces errors associated with confidence intervals, but where the orders of magnitude of the respective errors are quite different from their counterparts for non-parametric regression.