Confidence Intervals for Nonparametric Curve Estimates
非参数曲线估计的置信区间
Numerous nonparametric regression methods exist that yield consistent estimators of function curves. Often, one is also interested in constructing confidence intervals for the unknown function. When a function estimate is based on a single global smoothing parameter the resulting confidence intervals may hold their desired confidence level 1 – α on average but because bias in nonparametric estimation is not uniform, they do not hold the desired level uniformly at all design…