首页   按字顺浏览 期刊浏览 卷期浏览 Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error S...
Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure

 

作者: Michael H. Neumann,  

 

期刊: Statistics  （Taylor Available online 1997）
卷期: Volume 29, issue 1  

页码: 1-36

 

ISSN:0233-1888

 

年代: 1997

 

DOI:10.1080/02331889708802572

 

出版商: Taylor & Francis Group

 

关键词: 1991 Mathematics Subject Classification;Primary 62G15;Secondary 62G07;62E20;Nonparametric regression;asymptotic confidence interval;error in coverage probability;Edgeworth expansion;Cornish‐Fisher expansion;wild bootstrap

 

数据来源: Taylor

 

摘要:

We assume a nonparametric model with heteroscedastic error structure and consider pointwise confidence intervals for the mean. We construct them by using quantiles from a Cornish‐Fisher expansion and from the wild bootstrap distribution, with as well as without a subsequent bias correction. It turns out that pure undersmoothing, where the full smoothness is used by the initial estimator, outperforms the method with a subsequent bias correction.

 

点击下载:  PDF (926KB)



返 回