Automatic bandwidth choice and confidence intervals in nonparametric regression

DOI10.1214/aos/1034713641zbMath0856.62042OpenAlexW2056698227MaRDI QIDQ1922372

Michael H. Neumann

Publication date: 12 February 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1034713641

zbMATH Keywords

confidence intervalskernel estimatorsEdgeworth expansionsnonparametric regressioncoverage accuracydata-driven methodsheteroscedastic databandwidth choice

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)

Related Items

Testing Hypotheses on fouriercoefficients in non parametricregression model ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure ⋮ Nonparametric inference via bootstrapping the debiased estimator ⋮ Adaptive simultaneous confidence intervals in non-parametric estimation ⋮ Nonparametric tests for conditional independence in two-way contingency tables ⋮ Confidence Intervals Based on Local Linear Smoother ⋮ Iterated Bootstrap‐t Confidence Intervals for Density Functions ⋮ Convergence rates for uniform confidence intervals based on local polynomial regression estimators ⋮ Regression-type inference in nonparametric autoregression ⋮ Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations ⋮ Simultaneous bootstrap confidence bands in nonparametric regression ⋮ Adaptive confidence interval for pointwise curve estimation. ⋮ Random rates in anisotropic regression. (With discussion)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Variable bandwidth kernel estimators of regression curves
• Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
• On bootstrap confidence intervals in nonparametric regression
• Comparing nonparametric versus parametric regression fits
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap selection of bandwidth and confidence bands for nonparametric regression
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Edgeworth expansions for nonparametric density estimators, with applications
• On Multivariate Edgeworth Expansions
• Better Bootstrap Confidence Intervals for Regression Curve Estimation
• Asymptotic Properties of Non-Linear Least Squares Estimators