Bootstrapping the shorth for regression

DOI10.1051/ps:2006007zbMath1187.62034OpenAlexW2132043386MaRDI QIDQ5429576

Cécile Durot, Karelle Thiébot

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2006__10__216_0

zbMATH Keywords

bootstrapBrownian motion with parabolic driftshorthlocation of maximum

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Divide and conquer in nonstandard problems and the super-efficiency phenomenon ⋮ Detecting atypical data in air pollution studies by using shorth intervals for regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• Theoretical comparison of bootstrap confidence intervals
• The length of the shorth
• On the estimation of the derivatives of a function with the derivatives of an estimate
• On smoothing and the bootstrap
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• On the joint distribution of the shorth height and length.
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Table for the asymptotic distribution of univariate mode estimators
• Detecting atypical data in air pollution studies by using shorth intervals for regression
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• Robust Estimates of Location: Survey and Advances

This page was built for publication: Bootstrapping the shorth for regression