BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION

被引：185

作者：

HARDLE, W

MARRON, JS

机构：

[1] UNIV BONN,FAK RECHTS & STAATSWISSENSCH,W-5300 BONN 1,GERMANY

[2] CATHOLIC UNIV LOUVAIN,B-1348 LOUVAIN,BELGIUM

来源：

ANNALS OF STATISTICS | 1991年 / 19卷 / 02期

关键词：

BOOTSTRAP; ERROR BARS; KERNEL SMOOTHING; NONPARAMETRIC REGRESSION; VARIABILITY BOUND;

D O I：

10.1214/aos/1176348120

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：778 / 796

页数：19

共 50 条

[21] Simultaneous nonparametric regression in RADWT dictionaries
De Canditiis, Daniela
De Feis, Italia
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 134 : 36 - 57
[22] Bootstrap standard error estimates for linear regression
Gonçalves, S
White, H
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2005, 100 (471) : 970 - 979
[23] Estimation and bootstrap with censored data in fixed design nonparametric regression
VanKeilegom, I
Veraverbeke, N
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1997, 49 (03) : 467 - 491
[24] Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression
Ingrid Van Keilegom
Noël Veraverbeke
[J]. Annals of the Institute of Statistical Mathematics, 1997, 49 : 467 - 491
[25] Bootstrap confidence intervals in functional nonparametric regression under dependence
Rana, Paula
Aneiros, German
Vilar, Juan
Vieu, Philippe
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2016, 10 (02): : 1973 - 1999
[26] BOOTSTRAP WAVELET IN THE NONPARAMETRIC REGRESSION MODEL WITH WEAKLY DEPENDENT PROCESSES
林路
张润楚
[J]. Acta Mathematica Scientia, 2004, (01) : 61 - 70
[27] Bootstrap wavelet in the nonparametric regression model with weakly dependent processes
Lin, L
Zhang, RC
[J]. ACTA MATHEMATICA SCIENTIA, 2004, 24 (01) : 61 - 70
[28] Bootstrap tests for nonparametric comparison of regression curves with dependent errors
J. M. Vilar-Fernández
J. A. Vilar-Fernández
W. González-Manteiga
[J]. TEST, 2007, 16 : 123 - 144
[29] A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence
Vilar, Juan M.
Vilar, Jose A.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (06) : 1069 - 1088
[30] Bootstrap tests for simple structures in nonparametric time series regression
Kreiss, Jens-Peter
Neumann, Michael H.
Yao, Qiwei
[J]. STATISTICS AND ITS INTERFACE, 2008, 1 (02) : 367 - 380

← 1 2 3 4 5 →