A bootstrap procedure for local semiparametric density estimation amid model uncertainties
From MaRDI portal
Publication:2250698
DOI10.1016/j.jspi.2014.05.004zbMath1365.62130MaRDI QIDQ2250698
Stephen M. S. Lee, Mehdi Soleymani
Publication date: 21 July 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.05.004
bootstrap; kernel density estimator; maximum likelihood; semiparametric estimation; local parametric fit
62F12: Asymptotic properties of parametric estimators
62G07: Density estimation
62G09: Nonparametric statistical resampling methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some asymptotic theory for the bootstrap
- Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
- Locally parametric nonparametric density estimation
- Using specially designed exponential families for density estimation
- Nonparametric density estimation with a parametric start
- Asymptotic normality of a combined regression estimator
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Dose-Response Curve Estimation: A Semiparametric Mixture Approach
- Approximation Theorems of Mathematical Statistics
- Iterated Bootstrap‐t Confidence Intervals for Density Functions
- A Semiparametric Approach to Density Estimation
- Optimal choice between parametric and non-parametric bootstrap estimates
- A Semiparametric Approach to Hazard Estimation With Randomly Censored Observations
- On Estimation of a Probability Density Function and Mode