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Bootstrap Simultaneous Error Bars For Nonparametric Regression

Author

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  • HARDLE, W.
  • MARRON, J.

Abstract

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Suggested Citation

  • Hardle, W. & Marron, J., 1989. "Bootstrap Simultaneous Error Bars For Nonparametric Regression," LIDAM Discussion Papers CORE 1989023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1989023
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    Citations

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    Cited by:

    1. Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
    2. Severance-Lossin, E. & Sperlich, S., 1995. "Estimation of Derivatives for Additive Separable Models," SFB 373 Discussion Papers 1995,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    4. Qian, Junhui & Wang, Le, 2012. "Estimating semiparametric panel data models by marginal integration," Journal of Econometrics, Elsevier, vol. 167(2), pages 483-493.
    5. Sommerfeld, Volker, 1997. "Construction of automatic confidence intervals in nonparametric heteroscedastic regression by a moment-oriented bootstrap," SFB 373 Discussion Papers 1997,22, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    6. Bissantz, Nicolai & Dümbgen, Lutz & Munk, Axel & Stratmann, Bernd, 2008. "Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces," Technical Reports 2008,25, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    7. Lawrence Brown & Xin Fu & Linda Zhao, 2011. "Confidence intervals for nonparametric regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 149-163.
    8. Kauermann, Göran & Müller, Marlene & Carroll, Raymond J., 1998. "The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 41-47, January.
    9. Politis, Dimitris N, 2010. "Model-free Model-fitting and Predictive Distributions," University of California at San Diego, Economics Working Paper Series qt67j6s174, Department of Economics, UC San Diego.
    10. R. Fraiman & G. Pérez-Iribarren, 1996. "Nonparametric conservative bands for the trend of Gaussian AR(p) models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 125-144, June.
    11. Peter Hall & Joel L. Horowitz, 2012. "A simple bootstrap method for constructing nonparametric confidence bands for functions," CeMMAP working papers CWP14/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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