The Annals of Statistics
- Ann. Statist.
- Volume 19, Number 2 (1991), 778-796.
Bootstrap Simultaneous Error Bars for Nonparametric Regression
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.
Ann. Statist., Volume 19, Number 2 (1991), 778-796.
First available in Project Euclid: 12 April 2007
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Hardle, W.; Marron, J. S. Bootstrap Simultaneous Error Bars for Nonparametric Regression. Ann. Statist. 19 (1991), no. 2, 778--796. doi:10.1214/aos/1176348120. https://projecteuclid.org/euclid.aos/1176348120