Confidence Intervals for Smoothing Splines

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Authors	MATULOVÁ Markéta
Year of publication	2004
Type	Article in Proceedings
Conference	Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15
MU Faculty or unit	Faculty of Economics and Administration
Citation
Field	Applied statistics, operation research
Keywords	Smoothing spline; confidence interval; bootstrap
Description	Bootstrap confidence intervals for smoothing spline estimates based on Gaussian data are constructed and compared to the commonly used Bayesian confidence intervals. It is shown in the simulation study, that some variations of the bootstrap confidence intervals behave similarly to the Bayesian confidence intervals.
Related projects:	Functional-differential equations and mathematical-statistical models