Bootstrap approximation of nearest neighbor regression function estimates

Gerhard Dikta

Journal of Multivariate Analysis, 1990, vol. 32, issue 2, 213-229

Abstract: 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.

Keywords: nearest; neighbor; estimates; regression; function; bootstrap; approximation (search for similar items in EconPapers)
Date: 1990
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