Far East Journal of Theoretical Statistics
Volume 21, Issue 1, Pages 65 - 81
(January 2007)
|
|
ASYMPTOTIC CONFIDENCE BANDS FOR NONPARAMETRIC FUNCTION
ESTIMATES IN THE GAUSSIAN CASE
Nahima Nemouchi (Algeria) and Zaher Mohdeb (Algeria)
|
Abstract: In this paper, we obtain asymptotic confidence bands for both
the density and regression functions in the framework of nonparametric
estimation. Before hand, the asymptotic behaviours in probability of the kernel
estimator of the density and the Nadaraya-Watson estimator of the regression
function are described while local and global optimal smoothing parameters are
investigated. |
Keywords and phrases: Keywords and phrases: confidence bounds, density estimation,
kernel estimation, nonparametric estimation, regression estimation. |
|
Number of Downloads: 260 | Number of Views: 850 |
|