Smoothed bootstrap confidence intervals with discrete data
From MaRDI portal
Publication:1389395
DOI10.1016/S0167-9473(97)00026-1zbMath0908.62052MaRDI QIDQ1389395
William R. Schucany, Alan M. Polansky, Rudy Guerra
Publication date: 29 June 1998
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
kernel estimates; density estimation; nonparametric regression; local linear regression; teratology; sparse multinomials
62G07: Density estimation
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On smoothing and the bootstrap
- Bootstrap methods: another look at the jackknife
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
- Smoothing methods in statistics
- A minimum variance kernel estimator and a discrete frequency polygon estimator for ordinal contingency tables
- Cross-validation in nonparametric estimation of probabilities and probability densities
- On Smoothing Sparse Multinomial Data
- The bootstrap: To smooth or not to smooth?
- A Comparative Study of Kernel-Based Density Estimates for Categorical Data
- On nonparametric multivariate binary discrimination
- A class of smooth estimators for discrete distributions
- Smoothing the Bootstrap
- Design-adaptive Nonparametric Regression
- Cross-validation and multinomial prediction
- Multivariate binary discrimination by the kernel method
- A kernel estimator for discrete distributions
- Alternative Estimation Procedures for Pr(X < Y) in Categorized Data
- Improved bootstrap confidence intervals in certain toxicological experiments
- Simultaneous Estimation of Multinomial Cell Probabilities
- On Estimation of a Probability Density Function and Mode
- The bootstrap and Edgeworth expansion
