Bootstrapping the mean integrated squared error

DOI10.1006/JMVA.1993.1030zbMATH Open0779.62038OpenAlexW1971850642WikidataQ61849383 ScholiaQ61849383MaRDI QIDQ2365602FDOQ2365602

Authors: Ricardo Cao 

Publication date: 29 June 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1030

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zbMATH Keywords

bootstrapdensity estimationbandwidth selectionintegrated squared errormean integrated square errorpilot estimatorlarge sample resultsParzen-Rosenblatt estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric inference (62G99)

Cited In (41)

• Goodness-of-fit test for point processes first-order intensity
• Bayesian Selection of Adaptive Bandwidth in Non-homogeneous Poisson Process Kernel Estimators for the Intensity Function
• On smoothed bootstrap for density functionals
• Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
• Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation
• Consistent smooth bootstrap kernel intensity estimation for inhomogeneous spatial Poisson point processes
• Bandwidth selection for kernel density estimation: a review of fully automatic selectors
• Mean Integrated Squared Error Sampling
• Comments on ``Data science, big data and statistics
• The choice of smoothing parameter in nonparametric regression through wild bootstrap
• Nonparametric curve estimation and bootstrap bandwidth selection
• Novel kernel density estimator based on ensemble unbiased cross-validation
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES
• Relative efficiency of local bandwidths in kernel density estimation^∗
• Data‐driven choice of the smoothing parametrization for kernel density estimators
• Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates
• Probability of default estimation in credit risk using mixture cure models
• The missing censoring indicator model and the smoothed bootstrap
• Regularization parameter selection in indirect regression by residual based bootstrap
• A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
• Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data
• Exact mean and mean squared error of the smoothed bootstrap mean integrated squared error estimator
• Presmoothed kernel density estimator for censored data
• Bootstrap Mean Squared Error of Prediction in Loss Reserving
• Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
• Unconstrained pilot selectors for smoothed cross-validation
• Generalized least squares cross‐validation in kernel density estimation
• Modeling Bromus diandrus seedling emergence using nonparametric estimation
• Nonparametric estimation of the conditional survival function with double smoothing
• Bandwidth selection in kernel density estimation for interval-grouped data
• Nonparametric Mean Estimation with Missing Data
• Nonparametric analysis of aggregate loss models
• A simple root n bandwidth selector for nonparametric regression
• BAYESIAN SELECTION OF LOCAL BANDWIDTH IN NON-HOMOGENEOUS POISSON PROCESS KERNEL ESTIMATORS FOR THE INTENSITY FUNCTION
• Presmoothed estimation of the density function with truncated and censored data
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• Bootstrap bandwidth selection method for local linear estimator in exponential family models
• Exact results and bounds for the mean squared error of percentile bootstraps
• Computational efficiency of bagging bootstrap bandwidth selection for density estimation with big data
• Bootstrap Bandwidth Selection Using an h‐Dependent Pilot Bandwidth
• The uncertainties about the relationships risk-return-volatility in the Spanish stock market

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