Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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Publication:756327
DOI10.1016/0047-259X(90)90080-2zbMath0722.62030MaRDI QIDQ756327
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
mean squared error; density estimation; nonparametric regression; kernel density estimate; smoothing parameter; bootstrap estimation of a bias; bootstrap sample size; Lp-distances; tail parameter estimation
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62G09: Nonparametric statistical resampling methods
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