Please use this identifier to cite or link to this item:
Sommerfeld, Volker
Year of Publication: 
Series/Report no.: 
SFB 373 Discussion Paper 1997,22
We construct pointwise confidence intervals for regression functions. The method uses nonparametric kernel estimates and the moment-oriented bootstrap method of Bunke which is a wild bootstrap based on smoothed local estimators of higher order error moments. We show that our bootstrap consistently estimates the distribution of mh(x0) - m(xo). In the present paper we focus on fully data-driven procedures and prove that the confidence intervals give asymptotically correct coverage probabilities.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper
Social Media Mentions:

Files in This Item:
224.93 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.