Hall, Peter; Horowitz, Joel - Centre for Microdata Methods and Practice (CEMMAP) - 2013
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem, it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches and others based on nonstandard smoothing …