Error inference for nonparametric regression

DOI10.1007/BF00116472MaRDI QIDQ1207618zbMATH OpenFDO

Authors Brian M. Rutherford, S. Yakowitz

Publication date 1 April 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00116472

zbMATH Keywords

asymptotic normalityconfidence intervalserror distributionserror inferenceheterogeneously distributed errorsnonparametric regressionsmall sample size

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A comparison of cross-validation techniques in density estimation
• An invariance principle in regression analysis
• Bootstrap approximation of nearest neighbor regression function estimates
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Confidence Bands for Regression Functions
• Distribution-free consistency results in nonparametric discrimination and regression function estimation
• scientific article; zbMATH DE number 3112238 (Why is no real title available?)
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 3934272 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 469380 (Why is no real title available?)
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• On the asymptotic accuracy of Efron's bootstrap
• Optimal bandwidth selection in nonparametric regression function estimation

Cited in

(7)

• Estimating the conditional error distribution in non-parametric regression
• Nonparametric conditional inference for regression coefficients with application to configural polysampling
• Estimation in Nonparametric Regression with Non-Regular Errors
• Inference of the derivative of nonparametric curve based on confidence distribution
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• scientific article; zbMATH DE number 5054705 (Why is no real title available?)
• Efficient error variance estimation in non‐parametric regression

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