Data sharpening method in regression confidence band

Xuyang He, Yuexiang Jiang
2020 Figshare  
The confidence band of functions is complicated by the over-smoothing problem and the residual distribution. In this paper, we use bootstrap and data-sharpening methods to establish a general confidence band. The construction is simple and the band is narrower than existing estimation methods. At the same time, a technique based on quantiles makes the confidence band more controllable and damps down the stochastic error term. Afterwards, we conduct a limited simulation to illustrate that the
more » ... ustrate that the proposed band performs better than existing ones. Finally, we show the theoretical properties of the results and prove them.
doi:10.6084/m9.figshare.12307577 fatcat:rt3v3od7bvbr3lg47d5mwwgchy