On confidence intervals in nonparametric binary regression via Edgeworth expansions

DOI10.1006/jmva.1998.1802zbMath0923.62047OpenAlexW2001483542MaRDI QIDQ1293665

M. Celia Rodríguez-Campos

Publication date: 5 October 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1802

zbMATH Keywords

cumulantsbandwidthkernel smoothingEdgeworth expansionsnonparametric regressionCramér's condition

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

A nonparametric measure of local association for two-way contingency tables ⋮ Nonparametric tests for conditional independence in two-way contingency tables ⋮ Confidence Intervals Based on Local Linear Smoother

Cites Work

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• Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
• Rate of convergence for the wild bootstrap in nonparametric regression
• On bootstrap confidence intervals in nonparametric regression
• On the validity of the formal Edgeworth expansion
• Asymptotic Approximations to Distributions
• Edgeworth expansions for nonparametric density estimators, with applications
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On Estimation of a Probability Density Function and Mode
• The bootstrap and Edgeworth expansion

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