Conservative Confidence Bands for Nonparametric Regression

作者: Ricardo Fraiman , Gonzalo Perez Iribarren

DOI: 10.1007/978-94-011-3222-0_4

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摘要: In this paper conservative confidence bands for the regression function, closely related to those proposed by Hall and Titterington (1988) are considered. However we allow appear dependence between local averages which will lead more efficent bands. Confidence based on medians also considered both cases find optimal choices of number observations use at each cell subintervals be A comparison methods is given some examples The proposal very simple gives calculation widths easy.

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