Bootstrapping the mode

DOI10.1007/BF00053066MaRDI QIDQ1825565zbMATH OpenOpenAlexFDO

Authors Joseph P. Romano

Publication date 1988

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

Full work available at URL https://doi.org/10.1007/bf00053066

zbMATH Keywords

resamplingempirical distributionbootstrap confidence intervalskernel density estimatesfixed and data-dependent bandwidthsmode of a density

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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• On weak convergence and optimality of kernel density estimates of the mode
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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Bootstrap methods in statistics
• Bootstrap methods: another look at the jackknife
• On Estimation of a Probability Density Function and Mode
• On some global measures of the deviations of density function estimates
• On the bootstrap and confidence intervals
• On weak convergence and optimality of kernel density estimates of the mode
• Prepivoting to reduce level error of confidence sets
• Some asymptotic theory for the bootstrap
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(23)

• Bootstrap choice of tuning parameters
• Charging up the functional bootstrap
• Bootstrapping. I
• Inference for the mode of a log-concave density
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• A note on bootstrap confidence intervals for proportions
• Non-parametric inference for density modes
• On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
• Nonparametric inference via bootstrapping the debiased estimator
• Solution manifold and its statistical applications
• Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
• Attributing a probability to the shape of a probability density
• Autoregressive-aided periodogram bootstrap for time series
• Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity
• Kernel estimations for multivariate density functional with bootstrap
• A comprehensive approach to mode clustering
• On the minimisation of \(L^ p\) error in mode estimation
• BOOTSTRAPPING THE LONG RUN
• Asymptotic normality of the regression mode in the nonparametric random design model for censored data
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Asymptotic theory for density ridges
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

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