首页   按字顺浏览 期刊浏览 卷期浏览 SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION
SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION

 

作者: Suojin Wang,  

 

期刊: Australian Journal of Statistics  (WILEY Available online 1993)
卷期: Volume 35, issue 1  

页码: 93-101

 

ISSN:0004-9581

 

年代: 1993

 

DOI:10.1111/j.1467-842X.1993.tb01316.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Bootstrap;confidence bands;nonparametric regression;saddlepoint approximation

 

数据来源: WILEY

 

摘要:

SummaryBootstrap techniques have been used to construct confidence bands in nonparametric regression problems (Härdle&Bowman, 1988). Yet the required simulation is generally computationally intensive and therefore makes it difficult to conduct further investigations. In this paper, two saddlepoint methods are considered as alternatives to the naive simulation procedure. Some improvements to Härdle&Bowman's bootstrap method are suggested. The improvements are numerically verified using these efficient and accurate analytic method

 

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