On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

DOI10.1080/01621459.2017.1285776zbMath1398.62113arXiv1508.02973OpenAlexW2248407839MaRDI QIDQ4962443

Matias D. Cattaneo, Sebastian Calonico, Max H. Farrell

Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02973

zbMATH Keywords

local polynomial regressionkernel methodsEdgeworth expansioncoverage error

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

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Uses Software

• KernSmooth
• SemiPar
• locfit

Cites Work

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• A simple bootstrap method for constructing nonparametric confidence bands for functions
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• Multivariate locally weighted least squares regression
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• Semiparametric regression during 2003--2007
• An Effective Bandwidth Selector for Local Least Squares Regression
• Improvement of Kernel Type Density Estimators
• Edgeworth expansions for nonparametric density estimators, with applications
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
• Confidence Intervals Based on Local Linear Smoother
• Bayesian Smoothing and Regression Splines for Measurement Error Problems
• Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
• Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
• Generalized Jackknife Estimators of Weighted Average Derivatives
• The bootstrap and Edgeworth expansion

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