Bootstrap Confidence Intervals for Smoothing Splines and their Comparison to Bayesian ‘ Confidence Intervals ’ 1 by Yuedong Wang and

Abstract

We construct bootstrap confidence intervals for smoothing spline and smoothing spline ANOVA estimates based on Gaussian data, and penalized likelihood smoothing spline estimates based on data from exponential families. Several variations of bootstrap confidence intervals are considered and compared. We find that the commonly used bootstrap percentile… (More)

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