SFB 303 Discussion Paper No. A - 314

Author: Härdle, Wolfgang, and Michael Nussbaum
Title: Bootstrap Confidence Bands
Abstract: Bootstrap confidence bands are constructed for nonparametric regression. Resampling is based on a suitable estimated residual distribution often called the Wild Bootstrap. The method is to construct first a fine grid of error bars with simultaneous coverage probability. Second the endpoints of these error bars are joined via polygon pieces or parabolae using assumptions on the local curvature of the regression curve.
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Creation-Date: September 1990
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