|
Activity Number:
|
220
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Monday, August 3, 2009 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Section on Nonparametric Statistics
|
| Abstract - #304333 |
|
Title:
|
Simultaneous Confidence Bands for Mean Response Functions and Their Derivatives
|
|
Author(s):
|
Benjamin K. Hall*+ and Richard Charnigo and Cidambi Srinivasan
|
|
Companies:
|
University of Kentucky and University of Kentucky and University of Kentucky
|
|
Address:
|
Department of Statistics, Lexington, KY, 40506,
|
|
Keywords:
|
nonparametric regression ; compound estimation ; self-consistency
|
|
Abstract:
|
The estimation of functions as well as their derivatives in the nonparametric setting is useful in situations ranging from characterizing unknown configurations of nanoparticles to analyzing human growth data. But beyond just estimation of a function and its derivatives, it would be useful to obtain confidence bands for both a function and its derivatives. Such confidence bands would need to be simultaneous not only over the covariate space but also over the multiple derivatives under consideration. In this talk we will discuss construction of confidence bands for a function and its derivatives meeting the aforementioned criteria. The methodology will be explored both theoretically and empirically.
|
