Bootstrap choice of tuning parameters

DOI10.1007/BF02481146zbMath0722.62032OpenAlexW1966800765MaRDI QIDQ756329

Joseph P. Romano, Christian Léger

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481146

zbMATH Keywords

bootstrapconsistencybandwidth selectiondensity estimationsmoothing parameterrisk functionConfidence intervalschoice of tuning parametersempirical bootstrap estimate of riskoptimal choice of trimming proportionoptimal combinations of estimatesweak convergence properties

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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