POLYNOMIAL SPLINE CONFIDENCE BANDS FOR REGRESSION CURVES ∗

@inproceedings{Wang2005POLYNOMIALSC,
  title={POLYNOMIAL SPLINE CONFIDENCE BANDS FOR REGRESSION CURVES ∗},
  author={Jing Wang and Lijian Yang},
  year={2005}
}
Asymptotically exact and conservative confidence bands are obtained for nonparametric regression function, using piecewise constant and piecewise linear spline estimation, respectively. Compared to the pointwise confidence interval of Huang (2003), the confidence bands are inflated by a factor of {log (n)}, with the same width order as the Nadaraya-Watson bands of Härdle (1989), the local polynomial bands of Xia (1998) and Claeskens and Van Keilegom (2003). Simulation experiments provide strong… CONTINUE READING
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