Year: 2023
Type: preprint
Abstract: In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds to a percentile bootstrap method of which we give two versions. It is shown that a (non-percentile) smoothed bootstrap method has better behavior and does not need correction for over- or undercoverage. The proofs use martingale methods.
Source: arXiv (Cornell University)
Authors: Groeneboom, Piet, Jongbloed, Geurt
Institution: Delft University of Technology
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4385473877