Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure

Statistics

Volumn 29, Issue 1, 1997, Pages 1-36

  Neumann, Michael H ^a  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Asymptotic confidence interval; Cornish Fisher expansion; Edgeworth expansion; Error in coverage probability; Nonparametric regression; Wild bootstrap

Indexed keywords

EID: 4243057556     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802572     Document Type: Article

References (20)

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