The bootstrap: To smooth or not to smooth?
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Publication:3800903
DOI10.1093/BIOMET/74.3.469zbMATH Open0654.62034OpenAlexW2155916155MaRDI QIDQ3800903FDOQ3800903
Authors: G. Alastair Young, Bernhard W. Silverman 
Publication date: 1987
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ab46f769139e60c6527ebe44b7ea645c9f2cd024
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density estimationempirical distribution functionkernelresamplingcomputer algebraasymptotic statisticssmoothed bootstrapapproximation of general functionals by linear functionalsestimation of linear functionals of distributionsestimation of standard errorvariance-stabilized sample correlation coefficient
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- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
- The bootstrap in threshold regression
- Nonparametric Confidence Regions for L-Moments
- On smoothing and the bootstrap
- Optimizing the smoothed bootstrap
- Bootstrap methods for epistemic fuzzy data
- Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
- On smoothed bootstrap for density functionals
- Flexible resampling for fuzzy data
- Identification and testing of modes in beliefs
- Nonparametric density estimation and clustering in astronomical sky surveys
- Nonparametric estimation of distribution functions
- Bootstrapping the distance between smooth bootstrap and sample quantile distribution
- Optimal choice between parametric and non-parametric bootstrap estimates
- On estimation of generalized densities
- Direct, prediction- and smoothing-based Kalman and particle filter algorithms
- Bootstrapping in a high dimensional but very low-sample size problem
- A composite quantile function estimator with applications in bootstrapping
- Smoothing the Bootstrap
- Estimating process capability index \(C_{PM}\) using a bootstrap sequential sampling procedure
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- The smoothed median and the bootstrap
- A note on coverage error of bootstrap confidence intervals for quantiles
- Smoothed bootstrap consistency through the convergence in mallows metric of smooth estimates
- Jackknife estimation of the bootstrap acceleration constant
- A note on bootstrapping the correlation coefficient
- The use of Smooth Bootstrap Techniques for Estimating the Error Rate of a Prediction Rule
- Bootstraping of \(M\)-smoothers
- Uses and abuses of statistical simulation
- Bootstrap methods in regression smoothing∗
- An investigation of quantile function estimators relative to quantile confidence interval coverage
- On multivariate smoothed bootstrap consistency
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- Stabilizing bootstrap‐t confidence intervals for small samples
- Goodness-of-fit tests in semiparametric transformation models
- Confidence intervals for endpoints of a c.d.f. via bootstrap
- A smooth block bootstrap for statistical functionals and time series
- Bootstrap confidence bands for regression curves and their derivatives
- Bootstrap variance estimation for Nadaraya quantile estimator
- Bandwidth selection for the smoothed bootstrap percentile method.
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- The deficiency introduced by resampling
- On the bootstrap and smoothed bootstrap
- Goodness-of-fit tests for multiplicative models with dependent data
- Nonparametric bootstrap confidence bands for unfolding sphere size distributions
- Smoothed bootstrap confidence intervals with discrete data
- Edgeworth expansions for nonparametric distribution estimation with applications
- Computer algebra in probability and statistics
- Goodness‐of‐fit tests for parametric models in censored regression
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- What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum
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- Comparison of error distributions in nonparametric regression
- Bandwidth selection for kernel density estimation with doubly truncated data
- Exact results and bounds for the mean squared error of percentile bootstraps
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- Bootstrap -- an exploration
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- Augmenting the bootstrap to analyze high dimensional genomic data
- Biomarker evaluation and comparison using the controls as a reference population
- A note on the estimation of the Hölder constant
- On correcting for variance inflation in kernel density estimation
- Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation
- Controlling the error probabilities of model selection information criteria using bootstrapping
- Modeling persistent trends in distributions
- Hierarchical Bayesian bootstrap for heterogeneous treatment effect estimation
- Nonparametric curve estimation and bootstrap bandwidth selection
- Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
- Importance resampling for the smoothed bootstrap
- Bootstrapping the correlation coefficient: a comparison of smoothing strategies
- The bias of the Mle, an example of the behaviour of different corrections in genetic models
- Bootstrapping multiple systems estimates to account for model selection
- Nonparametric estimation of multivariate quantiles
- Symmetric smoothed bootstrap methods for ranked set samples
- A review and some new proposals for bandwidth selection in nonparametric density estimation for dependent data
- Smoothed bootstrap methods for bivariate data
- Distributions and bootstrap for data-based stochastic programming
- On characteristic function-based bootstrap tests
- Exhaustive Goodness of Fit Via Smoothed Inference and Graphics
- What happens when bootstrapping the smoothing spline
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