Smoothed and iterated bootstrap confidence regions for parameter vectors

DOI10.1016/j.jmva.2014.08.003zbMath1360.62232arXiv1310.8339OpenAlexW2021853705MaRDI QIDQ458648

Santu Ghosh, Alan M. Polansky

Publication date: 8 October 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.8339

zbMATH Keywords

Edgeworth expansionsmooth function modelbandwidth matrixbootstrap percentile methodbootstrap percentile-\(t\) methoditerated bootstrap method

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Bootstrapping analogs of the one way MANOVA test ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ The fundamental role of density functions in the binary classification problem ⋮ Large-scale simultaneous testing using kernel density estimation

Uses Software

• KernSmooth

Cites Work

• On the bootstrap and confidence intervals
• Theoretical comparison of bootstrap confidence intervals
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• Smoothed bootstrap confidence intervals with discrete data
• Calibrating Confidence Coefficients
• Better Bootstrap Confidence Intervals
• On bootstrap resampling and iteration
• Prepivoting to reduce level error of confidence sets
• Nonparametric standard errors and confidence intervals
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Measures of multivariate skewness and kurtosis with applications
• The bootstrap and Edgeworth expansion
• Bandwidth selection for the smoothed bootstrap percentile method.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Smoothed and iterated bootstrap confidence regions for parameter vectors