SFB 303 Discussion Paper No. A - 225

Author: Härdle, Wolfgang
Title: Resampling for Inference from Curves
Abstract: Nonparametric curve estimation resampling methods have a long tradition. Cross-Validation is used for instance to optimize the smoothing parameter. In this paper a resampling method is studied that is helpful in drawing inferences from curves. More specifically a variant of the Bootstrap is proposed to construct errorbars and to compare with parametric curves. This so-called Wild Bootstrap is easy to implement and does not require complicated plug-in estimation.
Keywords: Nonparametric curve estimation resampling, Cross validation bootstrap, Wild bootstrap
JEL-Classification-Number: 211
Creation-Date: March 1989
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