“…But the method requires that predictors are independent and identically distributed. For recent theoretical developments and applications of SCBs in various contexts, see, for instance, Krivobokova et al (2010), Cao et al (2012), Wang et al (2013), Gu et al (2014), Wang, J. et al (2014), Gu and Yang (2015), Wang et al (2016), Zheng et al (2016), Degras (2017), Zhang and Yang (2018), Cai et al (2019), Gu et al (2019) and Li and Yang (2022). In this paper, we provide kernel‐based SCBs for nonparametric component function with correlated data within‐clusters which have the same size.…”