Bounded length confidence intervals in nonparametric regression

DOI10.1080/07474949008836204zbMath0704.62042OpenAlexW2053521970MaRDI QIDQ3484189

Marc Aerts, Jan C. Geertsema

Publication date: 1990

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949008836204

zbMATH Keywords

regression quantilesasymptotic efficiencynonparametric regressionbounded length confidence intervalslinear kernel estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Related Items (3)

Sequential methods for bounding the error in nonparametric regression ⋮ Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles ⋮ Bootstrapping regression quantiles

Cites Work

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• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
• Consistent nonparametric regression. Discussion
• Approximation Theorems of Mathematical Statistics
• On nonparametric regression estimators based on regression quantiles
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential Confidence Intervals Based on Rank Tests
• Nonparametric estimation of a regression function

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