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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