Bootstrap simultaneous error bars for nonparametric regression
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Publication:2277704
DOI10.1214/aos/1176348120zbMath0725.62037OpenAlexW2008353574MaRDI QIDQ2277704
James Stephen Marron, Wolfgang Karl Härdle
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348120
bootstrapsimulationkernel smoothingresamplingnonparametric regressiondemand theoryasymptotically correct coverage probabilitiesBonferroni-type barsestimated residual distributionkernel estimates of regression functionsSimultaneous error barsvariability bound
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