Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure

DOI10.1080/02331889708802572zbMATH Open0869.62034OpenAlexW2039441892MaRDI QIDQ4337763FDOQ4337763

Authors: Michael H. Neumann 

Publication date: 27 May 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802572

Recommendations

• Pointwise interval estimation of the regression function for fix-design nonparametric regression models
• Bootstrap confidence intervals in nonparametric regression with built-in bias correction
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• Coverage accuracy of confidence intervals in nonparametric regression

zbMATH Keywords

nonparametric regressionEdgeworth expansionmeanbias correctionCornish-Fisher expansionasymptotic confidence intervalundersmoothingheteroscedastic error structureerror in coverage probabilitypointwise confidence intervalswild bootstrap distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• 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
• Title not available (Why is that?)
• 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 (7)

• Confidence Intervals for Nonparametric Curve Estimates
• Pointwise interval estimation of the regression function for fix-design nonparametric regression models
• 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
• Demand analysis as an ill-posed inverse problem with semiparametric specification
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

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