U.S.-Belgium Cooperative Research: Bandwidth Selection and Construction of Confidence Bands in Nonparametric Regression

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This award will support collaborative research in statistics and probability between Dr. James Marron, University of North Carolina at Chapel Hill, and Professor Wolfgang Hardle, Catholic University of Louvain, Belgium. The objective of the research is to study bandwidth selection and construction of confidence bands/error bars for additive multivariate regression models The proposed research concerns nonparametric regression, especially in the multivariate case. The two main problems to be addressed are smoothing parameters (i.e. bandwidth selection) and data based assessment of the accuracy of estimators (in the spirit of confidence intervals). Non- parametric regression provides a powerful tool for providing insights in situations where no widely accepted model is available, or where there is some doubt concerning the appropriateness of a given model. For practical applications, the two improvements most needed are a really reliable method of bandwidth selection, and a means of assessing the variability of the estimator. Both Drs. Marron and Hardle have a strong record of past joint research, which will be of benefit to this proposed collaboration.