Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763)

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scientific article; zbMATH DE number 1013356
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Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
scientific article; zbMATH DE number 1013356

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    Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (English)
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    27 May 1997
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    nonparametric regression
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    asymptotic confidence interval
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    error in coverage probability
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    Edgeworth expansion
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    heteroscedastic error structure
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    pointwise confidence intervals
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    mean
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    Cornish-Fisher expansion
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    wild bootstrap distribution
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    bias correction
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    undersmoothing
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