Bootstrap confidence intervals in nonparametric regression with built-in bias correction
β Scribed by Timothy L. McMurry; Dimitris N. Politis
- Book ID
- 119372996
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 387 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Local confidence intervals for regression function with binary response variable are constructed. These intervals are based on both theoretical and ``plug-in'' normal asymptotic distribution of a usual statistic. In the plug-in approach, two ways of estimating bias are proposed; for them we obtain t
An additive nonparametric model is proposed for the analysis of household budget surveys data whose estimation reduces to least squares. Parameter estimates are biased. A ΓΏrst-order approximation for the bias is obtained and it is used to bias correct the residuals of the model in order to construct