A SIMPLE BOOTSTRAP METHOD FOR CONSTRUCTING NONPARAMETRIC CONFIDENCE BANDS FOR FUNCTIONS
A SIMPLE BOOTSTRAP METHOD FOR CONSTRUCTING NONPARAMETRIC CONFIDENCE BANDS FOR FUNCTIONS
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Publisher
Hayward: Institute of Mathematical Statistics
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Language
English
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Hayward: Institute of Mathematical Statistics
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Contents
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators. To overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or ov...
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Full title
A SIMPLE BOOTSTRAP METHOD FOR CONSTRUCTING NONPARAMETRIC CONFIDENCE BANDS FOR FUNCTIONS
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1378386242
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1378386242
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ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/13-aos1137