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Is there a non-boostrap way to estimate confidence intervals for Kernel regression predictions?
Simple problem of estimating:
$$ y = f(x) + \epsilon $$
Where I use your standard Nadaraya-Watson Regression to guess $f(x)$. This is relatively fast and works well even in an online setting.
Now I ...
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6
votes
2
answers
1k
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Deriving confidence interval from standard error of the mean when the data are non-normal
I have a small sample (n = 8), and I have calculated the mean and standard error of the mean. I don't know the underlying distribution of these observations, and I cannot assume it to be normal.
I ...
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