Local Smoothing Using the Bootstrap
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Publication:5417930
DOI10.1080/03610918.2012.703360zbMath1333.62111OpenAlexW2076945467MaRDI QIDQ5417930
Publication date: 23 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.703360
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items (5)
Distribution function estimation via Bernstein polynomial of random degree ⋮ Pointwise and uniform convergence of kernel density estimators using random bandwidths ⋮ Density estimation via the random forest method ⋮ Cross-validation Revisited ⋮ Local Smoothing for Kernel Distribution Function Estimation
Uses Software
Cites Work
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- On nonparametric local inference for density estimation
- Bootstrap optimal bandwidth selection for kernel density estimates
- An optimal local bandwidth selector for kernel density estimation
- Bandwidth selection: Classical or plug-in?
- A data-based algorithm for choosing the window width when estimating the density at a point
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