Error inference for nonparametric regression

DOI10.1007/BF00116472zbMath0782.62048MaRDI QIDQ1207618

Sidney Yakowitz, Brian M. Rutherford

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalsasymptotic normalitynonparametric regressionsmall sample sizeerror distributionserror inferenceheterogeneously distributed errors

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Uses Software

• spatial

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bootstrap approximation of nearest neighbor regression function estimates
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Optimal bandwidth selection in nonparametric regression function estimation
• A comparison of cross-validation techniques in density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator
• Distribution-free consistency results in nonparametric discrimination and regression function estimation
• On the asymptotic accuracy of Efron's bootstrap
• An invariance principle in regression analysis
• Confidence Bands for Regression Functions
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points