Bounded length confidence intervals in nonparametric regression

References

• Anscombe , F.J. . Large sample theory of sequential estimation . Proc. Cambridge Philos. Soc . Vol. 48 , pp. 600 – 607 .
   Google Scholar
• Benedetti , J.K. 1977 . Large sample theory of sequential estimation . J. Roy. Statist. Soc. , 39 : 248 – 253 . B
   Google Scholar
• Eickel , P.J. and Yahav , J.A. 1968 . Asymptotically optimal Bayes and minimax procedures in sequential estimation . Ann. Math. Statist , 39 : 442 – 456 .
   Google Scholar
• Cheng , K.F. 1984 . Nonparametric estimation of regression function using linear combinations of sample quantile regression functions . Sanrya , 46 : 287 – 302 . A
   Google Scholar
• Cheng , K.F. and Lin , P.E. 1981a . Nonparametric estimation of a regression function . Z. wahrscheinlichreitsrechrung and verw Gebiete , 57 : 223 – 233 .
   Web of Science ®Google Scholar
• Cheng , K.F. and Lin , P.E. 1981a . Nonparametric estimation of a regression function: limiting distribution . Australian j. Statist , 23 : 186 – 195 .
   Google Scholar
• Chow , Y.S. and Robbins , H. 1965 . On the asymptotic theory of fixed width sequential confidence intervals for the mean . Ann. Math. Statist. , 36 : 457 – 462 .
   Google Scholar
• Gasser , T. and Müller , H. 1979 . “ Kernel estimation of regression functions ” . In In Smoothing Techniaues for curve Estimation , Edited by: Gasser , T. and Rosenblatt , M. Vol. 757 , Springer, New York : Lecture notes in Mathematics .
   Google Scholar
• Geertsema , J.C. 1970 . Sequential confidence intervals based on rank tests . Ann. Math. statist. , 41 : 1016 – 1026 .
   Google Scholar
• Isogai , E. 1986 . Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function . Ann. Inst. Statist. Math. , 38 : 69 – 83 . A
   Google Scholar
• Janssen , P. and Veraverbeke , N. 1987 . On nonparametric regression estimators based on regression quantiles . Comm. in Statistics , 16 ( 2 ) : 383 – 396 .
   Google Scholar
• Priestley , M.B. and Chao , M.T. 1972 . Nonparametric function fitting . J. Roy. Statist. soc. , 34 ( 2 ) : 385 – 392 . B
   Google Scholar
• Serfling , R.J. 1980 . Approximation theorems of Mathematical Statistics , New York : Wiley .
   Google Scholar
• Stone , C.J. 1977 . Consistent nonparametric regression . Ann. Statist. , 5 : 595 – 645 .
   Web of Science ®Google Scholar