Bootstrap choice of tuning parameters

DOI10.1007/BF02481146MaRDI QIDQ756329zbMATH OpenOpenAlexFDO

Authors Christian Léger, Joseph P. Romano

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

bandwidth selectionbootstrapchoice of tuning parametersConfidence intervalsconsistencydensity estimationempirical bootstrap estimate of riskoptimal choice of trimming proportionoptimal combinations of estimatesrisk functionsmoothing parameterweak convergence properties

Mathematics Subject Classification ID

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

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Cites work

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• Approximation Theorems of Mathematical Statistics
• Asymptotics for and against cross-validation
• Bootstrap methods in statistics
• Bootstrap methods: another look at the jackknife
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• Convergence of stochastic processes
• Cross-validation in nonparametric estimation of probabilities and probability densities
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On bootstrap resampling and iteration
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• On smoothing and the bootstrap
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• On weak convergence and optimality of kernel density estimates of the mode
• Simulated power functions
• Some Flexible Estimates of Location
• Stochastic estimation and testing
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Cited in

(13)

• A comparative study of several smoothing methods in density estimation
• A weighted likelihood approach to problems in survival data
• Statistical inference based on a new weighted likelihood approach
• Inference for the mode of a log-concave density
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
• A modified bootstrap estimator for the mean of an asymmetric distribution
• Optimal choice between parametric and non-parametric bootstrap estimates
• A minimum variance adaptive technique for parameter estimation and hypothesis testing
• A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
• On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests
• On the bootstrap in cube root asymptotics
• A comparison of hyperparameter tuning procedures for clinical prediction models: a simulation study
• Minimum distance density-based estimation

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