Bootstrap simultaneous error bars for nonparametric regression
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Publication:2277704
DOI10.1214/aos/1176348120zbMath0725.62037MaRDI QIDQ2277704
Wolfgang Karl Härdle, James Stephen Marron
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
bootstrap; simulation; kernel smoothing; resampling; nonparametric regression; demand theory; asymptotically correct coverage probabilities; Bonferroni-type bars; estimated residual distribution; kernel estimates of regression functions; Simultaneous error bars; variability bound
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