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ON NONPARAMETRIC INTERVAL ESTIMATION OF A REGRESSION FUNCTION BASED ON THE RESAMPLING

ON NONPARAMETRIC INTERVAL ESTIMATION OF A REGRESSION FUNCTION BASED ON THE RESAMPLING. ALEXANDER ANDRONOV Riga Technical University Riga, Latvia. OUTLINE. 1. Introduction 2. Averaging Method 3. Median Smoothing 4. Case Study References. 1. INTRODUCTION. 2. AVERAGING METHOD. Lemma 1.

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ON NONPARAMETRIC INTERVAL ESTIMATION OF A REGRESSION FUNCTION BASED ON THE RESAMPLING

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  1. ON NONPARAMETRIC INTERVAL ESTIMATION OF A REGRESSION FUNCTION BASED ON THE RESAMPLING ALEXANDER ANDRONOV Riga Technical University Riga, Latvia

  2. OUTLINE • 1. Introduction • 2. Averaging Method • 3. Median Smoothing • 4. Case Study • References

  3. 1. INTRODUCTION

  4. 2. AVERAGING METHOD

  5. Lemma 1

  6. Lemma 2

  7. 3. MEDIAN SMOOTHING

  8. 4. Case Study

  9. Proofs of the LemmasProof of Lemma 1

  10. Proof of Lemma 2

  11. REFERENCES [1] Andronov A., Afanasyeva H. Resampling-based nonparametric statistical inferences about the distributions of order statistics. In: Transactions of XXIV International Seminar on Stability Problems for Stochastic Models, Transport and Telecommunication Institute, Riga, Latvia, 2004, pp. 300 – 307. [2] DiCiccoT.J., Efron B. Bootstrap confidence intervals. Statistical Sciences, Vol.11, No.3, 1996, pp. 189 – 228. [3] Hardle W., Muller M., Sperlich S., Werwatz A. Nonparametric and Semiparametric Models. Springer, Berlin, 2004. [4] Wu C.F.J. Jackknife, Bootstrap and other resampling methods in regression analysis. The Annals of Statistics, Vol. 14, No. 3, 1986, pp. 1261 – 1295.

  12. Thank You for your attention

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