A simple bootstrap method for constructing nonparametric confidence bands for functions

@inproceedings{Hall2012ASB,
  title={A simple bootstrap method for constructing nonparametric confidence bands for functions},
  author={Peter Hall and Joel Horowitz},
  year={2012}
}
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators. To overcome this problem it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and thereby introduce an explicit or implicit bias estimator. However, these approaches, and others based on nonstandard smoothing methods… CONTINUE READING

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