The choice of smoothing parameter in nonparametric regression through wild bootstrap
DOI10.1016/J.CSDA.2003.12.007zbMATH Open1429.62139OpenAlexW2007047431MaRDI QIDQ957029FDOQ957029
Authors: Wenceslao González-Manteiga, María Dolores Martínez-Miranda, Ana Pérez-González 
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
Recommendations
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Bootstrap methods: another look at the jackknife
- Title not available (Why is that?)
- Title not available (Why is that?)
- Comparing nonparametric versus parametric regression fits
- Jackknife, bootstrap and other resampling methods in regression analysis
- Bootstrap simultaneous error bars for nonparametric regression
- Bootstrap Approximations in Model Checks for Regression
- Practical bandwidth selection in deconvolution kernel density estimation
- The jackknife and bootstrap
- Multivariate locally weighted least squares regression
- On Non-Parametric Estimates of Density Functions and Regression Curves
- Title not available (Why is that?)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
- Nonparametric regression estimation with missing data
- Missing Data, Imputation, and the Bootstrap
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Multivariate Bandwidth Selection for Local Linear Regression
- Rate of convergence for the wild bootstrap in nonparametric regression
- Simultaneous bootstrap confidence bands in nonparametric regression
- Better Bootstrap Confidence Intervals for Regression Curve Estimation
- Bootstrapping the mean integrated squared error
- Title not available (Why is that?)
- Nonparametric Mean Estimation with Missing Data
- Title not available (Why is that?)
- SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES
- Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
Cited In (17)
- Nonparametric variance function estimation with missing data
- Selecting the amount of smoothing in nonparametric regression estimation for complex surveys
- Data-driven local bandwidth selection for additive models with missing data
- 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
- Testing the suitability of polynomial models in errors-in-variables problems
- Nonparametric curve estimation and bootstrap bandwidth selection
- Bandwidth matrix selectors for kernel regression
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Bootstrap in functional linear regression
- Nonparametric and robust methods. (Editorial)
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Regularization parameter selection in indirect regression by residual based bootstrap
- Nonparametric multiple regression estimation for circular response
- Kernel estimation of regression function gradient
- No effect tests in regression on functional variable and some applications to spectrometric studies
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
This page was built for publication: The choice of smoothing parameter in nonparametric regression through wild bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q957029)
