文章基本信息

标题：Bootstrap confidence intervals in functional nonparametric regression under dependence
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作者：Paula Raña ; Germán Aneiros ; Juan Vilar 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2016
卷号：10
期号：2
页码：1973-1999
DOI：10.1214/16-EJS1156
语种：English
出版社：Institute of Mathematical Statistics
摘要：This paper considers naive and wild bootstrap procedures to construct pointwise confidence intervals for a nonparametric regression function when the predictor is of functional nature and when the data are dependent. Assuming $\alpha$-mixing conditions on the sample, the asymptotic validity of both procedures is obtained. A simulation study shows promising results when finite sample sizes are used, while an application to electricity demand data illustrates its usefulness in practice.