Confidence Intervals for Smoothing Splines

Authors

MATULOVÁ Markéta

Year of publication 2004
Type Article in Proceedings
Conference Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15
MU Faculty or unit

Faculty of Economics and Administration

Citation
Field Applied statistics, operation research
Keywords Smoothing spline; confidence interval; bootstrap
Description Bootstrap confidence intervals for smoothing spline estimates based on Gaussian data are constructed and compared to the commonly used Bayesian confidence intervals. It is shown in the simulation study, that some variations of the bootstrap confidence intervals behave similarly to the Bayesian confidence intervals.
Related projects:

You are running an old browser version. We recommend updating your browser to its latest version.