Confidence Bands in Nonparametric Regression with Length Biased Data
نویسندگان
چکیده
In this paper we deduce a confidence bands construction for the nonparametric estimation of a regression curve from length biased data, where a result from Bickel and Rosenblatt (1973, The Annals of Statistics, 1, 1071-1095) is adapted to this new situation. The construction also involves the estimation of the variance of the local linear estimator of the regression, where we use a finite sample modification in order to improve the performance of these confidence bands in the case of finite samples.
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