CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION

被引：137

作者：

EUBANK, RL ^{[1
]}

SPECKMAN, PL ^{[1
]}

机构：

[1] UNIV MISSOURI, DEPT STAT, COLUMBIA, MO 65211 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1993年 / 88卷 / 424期

关键词：

BIAS CORRECTION; BONFERRONI BANDS; CROSS-VALIDATION; KERNEL ESTIMATORS;

D O I：

10.2307/2291269

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1287 / 1301

页数：15

共 30 条

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