  In this paper, we propose to construct confidence bands by bootstrapping the
debiased kernel density estimator (for density estimation) and the debiased
local polynomial regression estimator (for regression analysis). The idea of
using a debiased estimator was recently employed by Calonico et al. (2018b) to
construct a confidence interval of the density function (and regression
function) at a given point by explicitly estimating stochastic variations. We
extend their ideas of using the debiased estimator and further propose a
bootstrap approach for constructing simultaneous confidence bands. This
modified method has an advantage that we can easily choose the smoothing
bandwidth from conventional bandwidth selectors and the confidence band will be
asymptotically valid. We prove the validity of the bootstrap confidence band
and generalize it to density level sets and inverse regression problems.
Simulation studies confirm the validity of the proposed confidence bands/sets.
We apply our approach to an Astronomy dataset to show its applicability
