Sequential Fixed-width Confidence Bands for Kernel Regression Estimation

Abstract

We consider a random design model based on independent and identically distributed (iid) pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information… (More)

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