Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure

DOI10.1080/02331889708802572zbMath0869.62034OpenAlexW2039441892MaRDI QIDQ4337763

Michael H. Neumann

Publication date: 27 May 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802572

zbMATH Keywords

meannonparametric regressionCornish-Fisher expansionEdgeworth expansionbias correctionerror in coverage probabilityasymptotic confidence intervalundersmoothingheteroscedastic error structurepointwise confidence intervalswild bootstrap distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference ⋮ Coverage error optimal confidence intervals for local polynomial regression ⋮ The choice of smoothing parameter in nonparametric regression through wild bootstrap ⋮ DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION ⋮ Autoregressive wild bootstrap inference for nonparametric trends

Cites Work

• Unnamed Item
• Rate of convergence for the wild bootstrap in nonparametric regression
• 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
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• Regression Smoothing Parameters That Are Not Far From Their Optimum
• Edgeworth expansions for nonparametric density estimators, with applications
• On Multivariate Edgeworth Expansions
• Fully Data-Driven Nonparametric Variance Estimators
• Better Bootstrap Confidence Intervals for Regression Curve Estimation

This page was built for publication: Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure