On bootstrap confidence intervals in nonparametric regression

DOI10.1214/aos/1176348652zbMath0765.62049MaRDI QIDQ1194534

Hall, Peter

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348652

zbMATH Keywords

density estimation; nonparametric regression; Edgeworth expansion; simultaneous confidence intervals; percentile method; bootstrap distribution function estimate; coverage error of confidence interval; percentile-\(t\); pivotal approach

Mathematics Subject Classification ID

62G07: Density estimation

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

62G09: Nonparametric statistical resampling methods

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