Confidence bands for smoothness in nonparametric regression

Research output: Contribution to journalArticlepeer-review

1 Citation (SciVal)
214 Downloads (Pure)


The choice of the smoothing parameter in nonparametric regression is critical to the form of the estimated curve and any inference that follows. Many methods are available that will generate a single choice for this parameter. Here we argue that the considerable uncertainty in this choice should be explicitly represented. The construction of standard simultaneous confidence bands in nonparametric regression often requires difficult mathematical arguments. We question their practical utility, presenting several deficiencies. We propose a new kind of confidence band that reflects the uncertainty regarding the smoothness of the estimate.
Original languageEnglish
Pages (from-to)4-10
Issue number1
Early online date10 Jan 2016
Publication statusPublished - 2016


Dive into the research topics of 'Confidence bands for smoothness in nonparametric regression'. Together they form a unique fingerprint.

Cite this