Abstract

Bootstrap confidence bands for regression curves and their derivatives

CLAESKENS, G. and I. VAN KEILEGOM

Confidence bands for regression curves and their first p derivatives are obtained via local pth order polynomial estimation. The method allows for multiparameter local likelihood estimation as well as other unbiased estimating equations. As an alternative to the confidence bands obtained by asymptotic distribution theory, we also study smoothed bootstrap confidence bands. Simulations illustrate the finite sample properties of the methodology.

  Last update: April 23, 2004  - Contact : S. Malali