Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals

DOI10.1080/00949659508811637zbMath0842.62036MaRDI QIDQ4869581

Grace Wahba, Yuedong Wang

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811637

zbMATH Keywords

exponential families; bootstrap confidence intervals; mean squared errors; Gaussian data; smoothing spline estimates; average coverage probability; Bayesian confidence intervals; bootstrap percentile intervals; penalized likelihood smoothing spline estimates; penalized log likelihood estimates; T intervals

Mathematics Subject Classification ID

62F15: Bayesian inference

62G15: Nonparametric tolerance and confidence regions

62G09: Nonparametric statistical resampling methods

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• More accurate confidence intervals in exponential families