The choice of smoothing parameter in nonparametric regression through wild bootstrap

DOI10.1016/j.csda.2003.12.007zbMath1429.62139OpenAlexW2007047431MaRDI QIDQ957029

Ana Pérez-González, María Dolores Martínez Miranda, Wenceslao González Manteiga

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.12.007

zbMATH Keywords

bandwidthmean squared errorlocal linear regressionwild bootstrap

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (14)

Generalized nonparametric smoothing with mixed discrete and continuous data ⋮ Bandwidth matrix selectors for kernel regression ⋮ Kernel estimation of regression function gradient ⋮ Nonparametric multiple regression estimation for circular response ⋮ Computational aspects of the kNN local linear smoothing for some conditional models in high dimensional statistics ⋮ Locally adaptive image denoising by a statistical multiresolution criterion ⋮ Nonparametric estimation of mean-squared prediction error in nested-error regression models ⋮ Regularization parameter selection in indirect regression by residual based bootstrap ⋮ Testing the suitability of polynomial models in errors-in-variables problems ⋮ Nonparametric variance function estimation with missing data ⋮ No effect tests in regression on functional variable and some applications to spectrometric studies ⋮ Data-driven local bandwidth selection for additive models with missing data ⋮ Bootstrap in functional linear regression ⋮ Nonparametric and robust methods. (Editorial)

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