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

DOI10.1080/00949659508811637zbMath0842.62036OpenAlexW2048479331MaRDI 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 familiesbootstrap confidence intervalsmean squared errorsGaussian datasmoothing spline estimatesaverage coverage probabilityBayesian confidence intervalsbootstrap percentile intervalspenalized likelihood smoothing spline estimatespenalized log likelihood estimatesT intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• Bootstrap simultaneous error bars for nonparametric regression
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Nonparametric standard errors and confidence intervals
• More accurate confidence intervals in exponential families