The following pages link to Bootstrapping the mode (Q1825565):
Displaying 16 items.
- Bootstrap choice of tuning parameters (Q756329) (← links)
- Asymptotic theory for density ridges (Q888497) (← links)
- On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model. (Q1395876) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions (Q1881236) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Solution manifold and its statistical applications (Q2136611) (← links)
- Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity (Q2137814) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Inference for the mode of a log-concave density (Q2328065) (← links)
- A note on bootstrap confidence intervals for proportions (Q2439643) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- On nonparametric kernel estimation of the mode of the regression function in the random design model (Q4806547) (← links)
- A comprehensive approach to mode clustering (Q5965322) (← links)
