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December 2003 Bootstrap confidence bands for regression curves and their derivatives
Gerda Claeskens, Ingrid van Keilegom
Ann. Statist. 31(6): 1852-1884 (December 2003). DOI: 10.1214/aos/1074290329

Abstract

Confidence bands for regression curves and their first p derivatives are obtained via local pth order polynomial estimation. The method allows for multiparameter local likelihood estimation as well as other unbiased estimating equations. As an alternative to the confidence bands obtained by asymptotic distribution theory, we also study smoothed bootstrap confidence bands. Simulations illustrate the finite sample properties of the methodology.

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Gerda Claeskens. Ingrid van Keilegom. "Bootstrap confidence bands for regression curves and their derivatives." Ann. Statist. 31 (6) 1852 - 1884, December 2003. https://doi.org/10.1214/aos/1074290329

Information

Published: December 2003
First available in Project Euclid: 16 January 2004

zbMATH: 1042.62044
MathSciNet: MR2036392
Digital Object Identifier: 10.1214/aos/1074290329

Subjects:
Primary: 62G15
Secondary: 62E20 , 62G09

Keywords: Confidence band , lack-of-fit test , local estimation equations , local polynomial esimation , multiparameter local likelihood , one-step bootstrap , smoothed bootstrap

Rights: Copyright © 2003 Institute of Mathematical Statistics

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Vol.31 • No. 6 • December 2003
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