Confidence bands in nonparametric regression
Confidence bands in nonparametric regression
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DOI：
10.1080/01621459.1993.10476410
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发表时间：
1993-12
影响因子：
3.7
通讯作者：
R. Eubank;P. Speckman
中科院分区：
文献类型：
--
作者：
R. Eubank;P. Speckman
摘要提出了非参数核回归的新的偏差校正置信带。这些频带仅使用回归曲线的核估计及其数据选择带宽来构造。它们被证明具有渐进正确的覆盖属性，并且在小样本研究中表现良好。大样本开发的一个结果是，设计点处回归曲线的Bonferroni型带也具有保守的渐近覆盖行为，没有偏倚校正。
Abstract New bias-corrected confidence bands are proposed for nonparametric kernal regression. These bands are constructed using only a kernel estimator of the regression curve and its data-selected bandwidth. They are shown to have asymptotically correct coverage properties and to behave well in a small-sample study. One consequence of the large-sample developments is that Bonferroni-type bands for the regression curve at the design points also have conservative asymptotic coverage behavior with no bias correction.