JSM 2005 - Toronto

Abstract #303757

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 137
Type: Contributed
Date/Time: Monday, August 8, 2005 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #303757
Title: Bootstrap Confidence Bands for Infinite Order Nonparametric Regression Estimates
Author(s): Timothy McMurry*+ and Dimitris Politis
Companies: DePaul University and University of California, San Diego
Address: Department of Mathematical Sciences, Chicago, IL, 60614, United States
Keywords: Bootstrap Confidence Bands ; Nonparametric Regression ; Infinite order kernels
Abstract:

The use of infinite order kernels allows nonparametric regression estimates to converge to the unknown function at the optimal rate, no matter how smooth it is. The improved rate of convergence allows the residuals to more accurately estimate the errors. We show bootstrap confidence bands constructed using these residuals to converge to the desired coverage probability at a faster rate.

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Revised March 2005