Bootstrapping the mode

DOI10.1007/BF00053066zbMATH Open0684.62039OpenAlexW2038886578MaRDI QIDQ1825565FDOQ1825565

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

Recommendations

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

Cites Work

• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• On the bootstrap and confidence intervals
• On some global measures of the deviations of density function estimates
• Prepivoting to reduce level error of confidence sets
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• On weak convergence and optimality of kernel density estimates of the mode
• Some asymptotic theory for the bootstrap
• Bootstrap methods in statistics
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$

Cited In (22)

• Charging up the functional bootstrap
• Inference for the mode of a log-concave density
• Bootstrapping. I
• A kernel mode estimate under random left truncation and time series model: asymptotic normality
• A note on bootstrap confidence intervals for proportions
• 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
• A comprehensive approach to mode clustering
• Kernel estimations for multivariate density functional with bootstrap
• On the minimisation of \(L^ p\) error in mode estimation
• Asymptotic normality of the regression mode in the nonparametric random design model for censored data
• BOOTSTRAPPING THE LONG RUN
• On nonparametric kernel estimation of the mode of the regression function in the random design model
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
• Asymptotic theory for density ridges
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Bootstrap choice of tuning parameters

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