Bootstrap methods in regression smoothing *
Authors:
R. Cao-abad a;
W. Gonz
lez-Manteiga b
lez-Manteiga b
| Affiliations: | a Departamento de Matem ticas, Universidad de La Coru a, |
b Departamento de Estad stica e Investigati n Operativa, Facultad de Matemdtic s, Universidad de Santiago de Compostela, santiago de composa, Spain |
DOI:
10.1080/10485259308832566
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
A new smoothed bootstrap resampling plan is introduced in this paper in the context of nonparametric regression smoothing. A study of the rates of convergence for this method is carried out in a similar way to that made in Cao-Abad (1991) for the normal approximation, its plug-in approach and the wild bootstrap. Finally, all these methods, used to obtain confidence intervals, are compared.
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*
This Work was supported by DGICYT Grant PB91-0794.
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| Keywords: Nonparametric regression; kernel method; wild bootstrap; naive bootstrap |
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