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June, 1991 Bootstrap Simultaneous Error Bars for Nonparametric Regression
W. Hardle, J. S. Marron
Ann. Statist. 19(2): 778-796 (June, 1991). DOI: 10.1214/aos/1176348120

Abstract

Simultaneous error bars are constructed for nonparametric kernel estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated residual distribution. The error bars are seen to give asymptotically correct coverage probabilities uniformly over any number of gridpoints. Applications to an economic problem are given and comparison to both pointwise and Bonferroni-type bars is presented through a simulation study.

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W. Hardle. J. S. Marron. "Bootstrap Simultaneous Error Bars for Nonparametric Regression." Ann. Statist. 19 (2) 778 - 796, June, 1991. https://doi.org/10.1214/aos/1176348120

Information

Published: June, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0725.62037
MathSciNet: MR1105844
Digital Object Identifier: 10.1214/aos/1176348120

Subjects:
Primary: 62G05
Secondary: 62G99

Keywords: bootstrap , error bars , kernel smoothing , Nonparametric regression , variability bound

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 2 • June, 1991
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