Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
DOI10.1080/02331889708802572zbMATH Open0869.62034OpenAlexW2039441892MaRDI QIDQ4337763FDOQ4337763
Publication date: 27 May 1997
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889708802572
nonparametric regressionEdgeworth expansionmeanbias correctionCornish-Fisher expansionasymptotic confidence intervalundersmoothingheteroscedastic error structureerror in coverage probabilitypointwise confidence intervalswild bootstrap distribution
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)
Cites Work
- Title not available (Why is that?)
- On bootstrap confidence intervals in nonparametric regression
- Comparing nonparametric versus parametric regression fits
- Jackknife, bootstrap and other resampling methods in regression analysis
- Regression Smoothing Parameters That Are Not Far From Their Optimum
- On Multivariate Edgeworth Expansions
- Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
- Rate of convergence for the wild bootstrap in nonparametric regression
- Automatic bandwidth choice and confidence intervals in nonparametric regression
- Fully Data-Driven Nonparametric Variance Estimators
- Better Bootstrap Confidence Intervals for Regression Curve Estimation
- Edgeworth expansions for nonparametric density estimators, with applications
Cited In (5)
- DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
- Coverage error optimal confidence intervals for local polynomial regression
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- Autoregressive wild bootstrap inference for nonparametric trends
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
This page was built for publication: Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337763)
