[RsR] needs programs or ideas on nonparametric regression prediction bounds

All, 

I am interested in general nonparametric procedures that can be 
used for prediction bounds, for relatively non-standard regression 
procedures.  My immediate problem relates to partial least squares
but I am interested in general strategies.  Bounds might be based 
on use of bootstrap or  cross-validation to adjust some relatively 
crude approximation. 

regards,
Farrar