메뉴 건너뛰기




Volumn 9, Issue 4, 1998, Pages 307-333

Simultaneous bootstrap confidence bands in nonparametric regression

Author keywords

Bootstrap; Confidence bands; Local polynomial estimator; Nonparametric regression; Strong approximation

Indexed keywords


EID: 0007169427     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259808832748     Document Type: Article
Times cited : (77)

References (36)
  • 1
    • 0023090427 scopus 로고
    • Influence of particulate pollution on the positions of neutral points in the sky in Seville (Spain)
    • Bellver, C. (1987) Influence of particulate pollution on the positions of neutral points in the sky in Seville (Spain). Atmospheric Environment, 21, 699-702.
    • (1987) Atmospheric Environment , vol.21 , pp. 699-702
    • Bellver, C.1
  • 2
    • 0000797991 scopus 로고
    • On some global measures of the deviations of density function estimates
    • Bickel, P. and Rosenblatt, M. (1973) On some global measures of the deviations of density function estimates. Ann. Statist., 1, 1071-1096.
    • (1973) Ann. Statist. , vol.1 , pp. 1071-1096
    • Bickel, P.1    Rosenblatt, M.2
  • 3
    • 3142596617 scopus 로고
    • Uniform confidence bounds for regression based on a simple moving average
    • Bjerve, S., Doksum, K. A. and Yandell, B. S. (1985) Uniform confidence bounds for regression based on a simple moving average. Scand. J. Statist., 12, 159-169.
    • (1985) Scand. J. Statist. , vol.12 , pp. 159-169
    • Bjerve, S.1    Doksum, K.A.2    Yandell, B.S.3
  • 5
    • 73149116074 scopus 로고
    • Confidence bands in nonparametric regression
    • Eubank, R. L. and Speckman, P. L. (1993) Confidence bands in nonparametric regression. J. Amer. Statist. Assoc., 88, 1287-1301.
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 1287-1301
    • Eubank, R.L.1    Speckman, P.L.2
  • 6
    • 84950423285 scopus 로고
    • Design-adaptive nonparametric regression
    • Fan, J. (1992) Design-adaptive nonparametric regression. J. Amer. Statist. Assoc., 87, 998-1004.
    • (1992) J. Amer. Statist. Assoc. , vol.87 , pp. 998-1004
    • Fan, J.1
  • 7
    • 0038021019 scopus 로고
    • Adaptive order polynomial fitting: Bandwidth robustification and bias reduction
    • Fan, J. and Gijbels, I. (1995) Adaptive order polynomial fitting: bandwidth robustification and bias reduction. J. of Computational and Graphical Statistics, 4, 213-227.
    • (1995) J. of Computational and Graphical Statistics , vol.4 , pp. 213-227
    • Fan, J.1    Gijbels, I.2
  • 8
    • 0002189595 scopus 로고
    • Bootstrap selection of bandwidth and confidence bands for nonparametric regression
    • Faraway, J. (1990) Bootstrap selection of bandwidth and confidence bands for nonparametric regression. J. Statist. Comput. Simul., 37, 37-44.
    • (1990) J. Statist. Comput. Simul. , vol.37 , pp. 37-44
    • Faraway, J.1
  • 9
    • 0000823740 scopus 로고
    • On the distribution of suprema
    • Hall, P. (1991a) On the distribution of suprema. Probab. Theory Rel. Fields, 89, 447-455.
    • (1991) Probab. Theory Rel. Fields , vol.89 , pp. 447-455
    • Hall, P.1
  • 10
    • 84963238289 scopus 로고
    • Edgeworth expansions for nonparametric density estimators, with applications
    • Hall, P. (1991b) Edgeworth expansions for nonparametric density estimators, with applications, Statistics, 22, 215-232.
    • (1991) Statistics , vol.22 , pp. 215-232
    • Hall, P.1
  • 11
    • 0001260350 scopus 로고
    • Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
    • Hall, P. (1992) Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density. Ann. Statist., 20, 675-694.
    • (1992) Ann. Statist. , vol.20 , pp. 675-694
    • Hall, P.1
  • 12
    • 0000344366 scopus 로고
    • On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation
    • Hall, P. (1993) On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation. J. R. Statist. Soc., B 55, 291-304.
    • (1993) J. R. Statist. Soc., B , vol.55 , pp. 291-304
    • Hall, P.1
  • 13
    • 0000246894 scopus 로고
    • On confidence bands in nonparametric density estimation and regression
    • Hall, P. and Titterington, D. M. (1988) On confidence bands in nonparametric density estimation and regression. J. Multivariate Anal., 27, 228-254.
    • (1988) J. Multivariate Anal. , vol.27 , pp. 228-254
    • Hall, P.1    Titterington, D.M.2
  • 14
    • 38249023605 scopus 로고
    • Asymptotic maximal deviation of M-smoothers
    • Härdle, W. (1989) Asymptotic maximal deviation of M-smoothers. J. Multivariate Anal., 29, 163-179.
    • (1989) J. Multivariate Anal. , vol.29 , pp. 163-179
    • Härdle, W.1
  • 15
    • 84950426508 scopus 로고
    • Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands
    • Härdle, W. and Bowman, A. (1988) Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. J. Amer. Statist. Assoc., 83, 102-110.
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 102-110
    • Härdle, W.1    Bowman, A.2
  • 16
    • 21344496537 scopus 로고
    • Comparing nonparametric versus parametric regression fits
    • Härdle, W. and Mammen, E. (1993) Comparing nonparametric versus parametric regression fits. Ann. Statist., 21, 1926-1947.
    • (1993) Ann. Statist. , vol.21 , pp. 1926-1947
    • Härdle, W.1    Mammen, E.2
  • 17
    • 0000958548 scopus 로고
    • Bootstrap simultaneous error bars for nonparametric regression
    • Härdle, W. and Marron, J. S. (1991) Bootstrap simultaneous error bars for nonparametric regression. Ann. Statist., 19, 778-796.
    • (1991) Ann. Statist. , vol.19 , pp. 778-796
    • Härdle, W.1    Marron, J.S.2
  • 18
    • 0042559817 scopus 로고
    • Probabilities of maximal deviations for nonparametric regression function estimates
    • Johnston, G. J. (1982) Probabilities of maximal deviations for nonparametric regression function estimates. J. Multivariate Anal., 12, 402-414.
    • (1982) J. Multivariate Anal. , vol.12 , pp. 402-414
    • Johnston, G.J.1
  • 19
    • 0039684171 scopus 로고
    • Generalized jackknifing and higher order kernels
    • Jones, M. C. and Foster, P. J. (1993) Generalized jackknifing and higher order kernels. Nonparametric Statist., 3, 81-94.
    • (1993) Nonparametric Statist. , vol.3 , pp. 81-94
    • Jones, M.C.1    Foster, P.J.2
  • 21
    • 1442350304 scopus 로고
    • On the maximal deviation of the kernel regression function estimate
    • Liero, H. (1982) On the maximal deviation of the kernel regression function estimate. Math. Operationsforsch. Statist., Ser. Statist., 13, 171-182.
    • (1982) Math. Operationsforsch. Statist., Ser. Statist. , vol.13 , pp. 171-182
    • Liero, H.1
  • 23
    • 3142511196 scopus 로고
    • On non-parametric estimation of the regression function
    • Major, P. (1973) On non-parametric estimation of the regression function. Studio Sci. Math. Hungar., 8, 347-361.
    • (1973) Studio Sci. Math. Hungar. , vol.8 , pp. 347-361
    • Major, P.1
  • 24
    • 85034459348 scopus 로고
    • Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure
    • to appear
    • Neumann, M. H. (1992) Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure. Statistics, to appear.
    • (1992) Statistics
    • Neumann, M.H.1
  • 25
    • 0347706411 scopus 로고
    • Automatic bandwidth choice and confidence intervals in nonparametric regression
    • Neumann, M. H. (1995) Automatic bandwidth choice and confidence intervals in nonparametric regression. Ann. Statist., 23, 1937-1959.
    • (1995) Ann. Statist. , vol.23 , pp. 1937-1959
    • Neumann, M.H.1
  • 27
    • 0001750638 scopus 로고
    • Testing for no effect when estimating a smooth function by nonparametric regression: A randomization approach (Corr: V85 p. 1182)
    • Raz, J. (1990) Testing for no effect when estimating a smooth function by nonparametric regression: a randomization approach (Corr: V85 p. 1182). J. Amer. Statist. Assoc., 85, 132-138.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 132-138
    • Raz, J.1
  • 28
    • 0018683260 scopus 로고
    • On the nonparametric estimation of the regression function
    • Révész, P. (1979) On the nonparametric estimation of the regression function. Problems of Control and Information Theory, 8, 297-302.
    • (1979) Problems of Control and Information Theory , vol.8 , pp. 297-302
    • Révész, P.1
  • 29
    • 21844518517 scopus 로고
    • Multivariate locally weighted least squares regression
    • Ruppert, D. and Wand, M. P. (1994) Multivariate locally weighted least squares regression. Ann. Statist., 22, 1346-1370.
    • (1994) Ann. Statist. , vol.22 , pp. 1346-1370
    • Ruppert, D.1    Wand, M.P.2
  • 30
    • 0001816731 scopus 로고
    • On the accuracy of normal approximation in the invariance principle
    • Sakhanenko, A. I. (1991) On the accuracy of normal approximation in the invariance principle. Siberian Advances in Mathematics, 1, 58-91.
    • (1991) Siberian Advances in Mathematics , vol.1 , pp. 58-91
    • Sakhanenko, A.I.1
  • 32
    • 0000388992 scopus 로고
    • Consistent nonparametric regression
    • Stone, C. J. (1977) Consistent nonparametric regression. Ann. Statist., 5, 595-620.
    • (1977) Ann. Statist. , vol.5 , pp. 595-620
    • Stone, C.J.1
  • 33
    • 21844493366 scopus 로고
    • Simultaneous confidence bands for linear regression and smoothing
    • Sun, J. and Loader, C. R. (1994) Simultaneous confidence bands for linear regression and smoothing. Ann. Statist., 22, 1328-1345.
    • (1994) Ann. Statist. , vol.22 , pp. 1328-1345
    • Sun, J.1    Loader, C.R.2
  • 34
    • 0040829129 scopus 로고
    • The density of the distribution of the maximum of a Gaussian process
    • Tsirel'son, B. S. (1975) The density of the distribution of the maximum of a Gaussian process. Theory Probab. Appl., 20, 847-856.
    • (1975) Theory Probab. Appl. , vol.20 , pp. 847-856
    • Tsirel'son, B.S.1
  • 35
    • 0001609148 scopus 로고
    • Bounds for the moments of linear and quadratic forms in independent variables
    • Whittle, P. (1960) Bounds for the moments of linear and quadratic forms in independent variables. Theory Prob. Appl., 5, 302-305.
    • (1960) Theory Prob. Appl. , vol.5 , pp. 302-305
    • Whittle, P.1
  • 36
    • 0001673027 scopus 로고
    • Jackknife, bootstrap and other resampling methods in regression analysis
    • Wu, C. F. J. (1986) Jackknife, bootstrap and other resampling methods in regression analysis (with discussion). Ann. Statist., 14, 1261-1343.
    • (1986) Ann. Statist. , vol.14 , pp. 1261-1343
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.