Abstract
In Section 5.1.1 we mentioned a basic technique to compute asymptotic confidence intervals for m(x). However, this technique ignores the bias of the Nadaraya-Watson estimate and employs plug-in estimation of f(x) and σ2(x). In this section we present a bootstrap technique which does not need explicit estimation of functional of f, σ2, or m. The bootstrap is a resampling technique that prescribes taking “bootstrap samples» using the same random mechanism that generated the data. A bootstrap procedure automatically incorporating the bias term is the so called golden section bootstrap, introduced by Härdle and Mammen (1988).
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© 1991 Springer-Verlag New York Inc.
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Härdle, W. (1991). Simultaneous Error Bars. In: Smoothing Techniques. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4432-5_7
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DOI: https://doi.org/10.1007/978-1-4612-4432-5_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-8768-1
Online ISBN: 978-1-4612-4432-5
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