Simultaneous bootstrap confidence bands in nonparametric regression

DOI10.1080/10485259808832748zbMath0913.62041OpenAlexW2073438042MaRDI QIDQ4222534

Jörg Polzehl, Michael H. Neumann

Publication date: 14 March 1999

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259808832748

zbMATH Keywords

strong approximationconfidence bandswild bootstraplocal polynomial estimatornon-parametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (39)

Robust dynamic risk prediction with longitudinal studies ⋮ Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates ⋮ Model-free model-fitting and predictive distributions ⋮ Simultaneous confidence bands for functional regression models ⋮ A simple approach to construct confidence bands for a regression function with incomplete data ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Permutation-based inference for function-on-scalar regression with an application in PET brain imaging ⋮ Adaptive confidence bands ⋮ Approximate tolerance intervals for nonparametric regression models ⋮ A Complete Framework for Model-Free Difference-in-Differences Estimation ⋮ Sieve bootstrap inference for linear time-varying coefficient models ⋮ Technical trading and the volatility of exchange rates ⋮ Local and global asymptotic inference in smoothing spline models ⋮ Simultaneous confidence band for single-index random effects models with longitudinal data ⋮ Bootstrap confidence interval for a correlation curve ⋮ Bootstrap confidence bands for regression curves and their derivatives ⋮ Confidence regions for images observed under the Radon transform ⋮ Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition ⋮ Bootstrap confidence intervals in nonparametric regression with built-in bias correction ⋮ The choice of smoothing parameter in nonparametric regression through wild bootstrap ⋮ Nonparametric inference via bootstrapping the debiased estimator ⋮ Confidence bands in nonparametric regression with biased data ⋮ Asymptotic confidence sets for the jump curve in bivariate regression problems ⋮ Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model ⋮ Uniform confidence bands for nonparametric errors-in-variables regression ⋮ Autoregressive wild bootstrap inference for nonparametric trends ⋮ On confidence bands for multivariate nonparametric regression ⋮ Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis ⋮ Convergence rates for uniform confidence intervals based on local polynomial regression estimators ⋮ Regression-type inference in nonparametric autoregression ⋮ Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations ⋮ A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data ⋮ A penalized spline estimator for fixed effects panel data models ⋮ Bayesian nonparametric spectral density estimation using B-spline priors ⋮ Simultaneous inference for Berkson errors-in-variables regression under fixed design ⋮ On the maximal deviation of kernel regression estimators with NMAR response variables ⋮ Confidence bands for multivariate and time dependent inverse regression models ⋮ Simultaneous confidence bands and global inferences for extended partially linear single-index models ⋮ Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach

Uses Software

• GLIM

Cites Work

• Unnamed Item
• On confidence bands in nonparametric density estimation and regression
• Asymptotic maximal deviation of M-smoothers
• Probabilities of maximal deviations for nonparametric regression function estimates
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• Consistent nonparametric regression. Discussion
• Comparing nonparametric versus parametric regression fits
• Simultaneous confidence bands for linear regression and smoothing
• Multivariate locally weighted least squares regression
• Jackknife, bootstrap and other resampling methods in regression analysis
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• On some global measures of the deviations of density function estimates
• On convergence rates of suprema
• Bootstrap simultaneous error bars for nonparametric regression
• Bootstrap selection of bandwidth and confidence bands for nonparametric regression
• Generalized jackknifing and higher order kernels
• Confidence Bands for Regression Functions
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Design-adaptive Nonparametric Regression
• The Density of the Distribution of the Maximum of a Gaussian Process
• A generalization of Strassen's functional law of iterated logarithm
• Confidence Bands in Nonparametric Regression
• Edgeworth expansions for nonparametric density estimators, with applications
• Asymptotic Properties of Gaussian Processes

This page was built for publication: Simultaneous bootstrap confidence bands in nonparametric regression