Bootstrap confidence intervals in nonparametric regression with built-in bias correction

DOI10.1016/j.spl.2008.02.032zbMath1146.62029OpenAlexW2091290241MaRDI QIDQ951201

Dimitris N. Politis, Timothy L. McMurry

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.032

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (7)

Multiplier bootstrap methods for conditional distributions ⋮ Model-free model-fitting and predictive distributions ⋮ Data sharpening method in regression confidence band ⋮ STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES ⋮ Robust inference in semiparametric spatial-temporal models ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ Multiply robust estimation in nonparametric regression with missing data

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• Adaptive bandwidth choice
• Nonparametric regression with infinite order flat-top kernels
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals

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