Journal of Applied Sciences ›› 2002, Vol. 20 ›› Issue (1): 77-79.

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The Confidence Intervals of the Nonparametric Regression Function

XUE Liu-gen   

  1. College of Applied Sciences, Beijing Polytechnic University, Beijing 100022, China
  • Received:2000-06-22 Revised:2001-06-02 Online:2002-03-31 Published:2002-03-31

Abstract: In the paper, we apply random weighting methods to construct random weighting statistic for the unknown regression function m(x) and prove that the random weighting approximation can attain the accuracy of o(n-1/(d+2) lnnMn),where 0< Mn→∞. The confidence intervals of m(x) can be constructed by this result.

Key words: nonparametric regression function, kernel estimation, random weighting method

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