Comparison of simultaneous confidence bands for univariate polynomial regression over an interval

Shan Lin

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 3, 589-596

Abstract: This article compares confidence bands for univariate polynomial regressions over an interval constraint. The competing methods are those from Naiman (1986), Sun and Loader (1994), and Liu et al. (2008), respectively. They are compared in terms of critical values under various designs. It is found that Sun’s bands can be somewhat narrower or much wider than Liu’s bands that underlines the fact that Sun’s bands are approximate and so can be both liberal or conservative while Liu’s bands are exact when the number of simulations is large enough. Naiman’s bands are conservative but can be substantially wider than Liu’s bands.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2013.833242 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:3:p:589-596

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2013.833242

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().