The Regression Smoother LOWESS: A Confidence Band That Allows Heteroscedasticity And Has Some Specified Simultaneous Probability Coverage

The Regression Smoother LOWESS: A Confidence Band That Allows Heteroscedasticity And Has Some Specified Simultaneous Probability Coverage

Robust ANCOVA: Confidence Intervals That Have Some Specified Simultaneous Probability Coverage When There Is Curvature And Two Covariates

A Simultaneous Confidence Band for Sparse Longitudinal Regression.

Functional data analysis has received considerable recent attention and a number of successful applications have been reported. In this paper, asymptotically simultaneous confidence bands are obtained for the mean function of the functional regression model, using piecewise constant spline estimation. Simulation experiments corroborate the asymptotic theory. The confidence band procedure is ill...

Confidence Band for Additive Regression Model

Additive model has been widely recognized as an effective tool for dimension reduction. Existing methods for estimation of additive regression function, including backfitting, marginal integration, projection and spline methods, do not provide any level of uniform confidence. In this paper we propose a simple construction of confidence band for the additive regression function which is based on...

Simultaneous Confidence Tubes in Multivariate Linear Regression

Simultaneous confidence bands have been shown in the statistical literature as powerful inferential tools in univariate linear regression. While the methodology of simultaneous confidence bands for univariate linear regression has been extensively researched and well developed, no published work seems available for multivariate linear regression. This paper fills this gap by studying one partic...