Bootstrap confidence bands for regression curves and their derivatives

Claeskens, Gerda;Van Keilegom, Ingrid
(2002) , 36 pages

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Abstract
Confidence bands for regression curves and their first p derivatives are obtained via local p-th order polynomial estimation. The method allows for multiparameter local likelihood estimation as well as other unbiased estimating equations. As an alternative to the confidence bands obtained by asymptotic distribution theory, we also study smoothed bootstrap confidence bands. Simulations illustrate the finite sample properties of the methodology.
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Claeskens, G., & Van Keilegom, I. (2002). Bootstrap confidence bands for regression curves and their derivatives (STAT Discussion Papers 0211). https://hdl.handle.net/2078.5/34459