Bootstrap approximation of nearest neighbor regression function estimates

Let (X, Y) be a random vector in the plane and denote by m(x) = (YX = x) the corresponding regression function. We show that the bootstrap approximation for the distribution of a smoothed nearest neighbor estimate of m(x) is valid. Also we compare, by Monte Carlo, confidence intervals which are obtained from both the normal and the bootstrap approximation.

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Year of publication:	1990
Authors:	Dikta, Gerhard
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 32.1990, 2, p. 213-229
Publisher:	Elsevier
Keywords:	nearest neighbor estimates regression function bootstrap approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221210