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

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Presentation transcript:

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

Lemma 2

3. MEDIAN SMOOTHING

4. Case Study

Proofs of the Lemmas Proof of Lemma 1

Proof of Lemma 2

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, [4] Wu C.F.J. Jackknife, Bootstrap and other resampling methods in regression analysis. The Annals of Statistics, Vol. 14, No. 3, 1986, pp – 1295.

Thank You for your attention