SFB 303 Discussion Paper No. A - 227

Author: Härdle, Wolfgang, and J. S. Marron
Title: Bootstrap Simultaneous Error Bars for Nonparametric Regression
Abstract: Simultaneous error bars are constructed for nonparametric kernel estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated residual distribution. The error bars are seen to give asymptotically correct coverage probabilities uniformly over any number of gridpoints. Applications to an economic problem are given and comparison to both pointwise and Bonferroni-type bars is presented through a simulation study.
Keywords: Bootstrap, Error Bars, Kernel Smoothing, Nonparametric Regression, Variability Bound
JEL-Classification-Number: Primary 62G05, Secondary 62G99 (AMS subject classifications)
Creation-Date: March 1989
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