Simultaneous confidence bands for nonparametric, polynomial-trigonometric regression estimators

UNCW Author/Contributor (non-UNCW co-authors, if there are any, appear on document)
Jonathan W. Duggins (Creator)
Institution
The University of North Carolina Wilmington (UNCW )
Web Site: http://library.uncw.edu/
Advisor
James Blum

Abstract: The goal of this paper is to present a method for construction of simultaneous Scheff´e confidence bands for nonparametric prediction functions. The family of nonparametric functions studied here are of the polynomial-trigonometric series type, with estimation of the model parameters undertaken in the standard least-squares framework. After the method is set forth the performance of the procedure is studied via Monte-Carlo simulations.

Additional Information

Publication
Thesis
A Thesis Submitted to the University of North Carolina Wilmington in Partial Fulfillment of the Requirements for the Degree of Master of Science
Language: English
Date: 2009
Keywords
Confidence intervals, Nonparametric statistics, Prediction theory, Regression analysis
Subjects
Confidence intervals
Regression analysis
Prediction theory
Nonparametric statistics