SFB 303 Discussion Paper No. A - 71

Author: Härdle, Wolfgang, and Adrian Bowman
Title: Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
Abstract: The operation of the bootstrap in the context of nonparametric regression is considered. Bootstrap samples are taken from estimated residuals to study the distribution of a suitably recentered kernel estimator. The application of this principle to the problem of local adaptive choice of bandwidth and to the construction of confidence bands is investigated and compared with a direct method based on estimation of asymptotic means and variances.
Keywords: bootstrap, nonparametric regression, adaptive smoothing, confidence bands
JEL-Classification-Number:
Creation-Date: August 1986
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