# Bootstrapping the shorth for regression

ESAIM: Probability and Statistics (2006)

- Volume: 10, page 216-235
- ISSN: 1292-8100

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topDurot, Cécile, and Thiébot, Karelle. "Bootstrapping the shorth for regression." ESAIM: Probability and Statistics 10 (2006): 216-235. <http://eudml.org/doc/249738>.

@article{Durot2006,

abstract = {
The paper is concerned with the asymptotic distributions of estimators for
the length and the centre of the so-called η-shorth interval in a
nonparametric regression framework. It is shown that the estimator of the
length converges at the n1/2-rate to a Gaussian law and that the
estimator of the centre converges at the n1/3-rate to the location
of the maximum of a Brownian motion with parabolic drift.
Bootstrap procedures are proposed and shown to be consistent.
They are compared with the plug-in method through simulations.
},

author = {Durot, Cécile, Thiébot, Karelle},

journal = {ESAIM: Probability and Statistics},

keywords = {Brownian motion with parabolic drift; bootstrap; location of maximum; shorth.; shorth},

language = {eng},

month = {5},

pages = {216-235},

publisher = {EDP Sciences},

title = {Bootstrapping the shorth for regression},

url = {http://eudml.org/doc/249738},

volume = {10},

year = {2006},

}

TY - JOUR

AU - Durot, Cécile

AU - Thiébot, Karelle

TI - Bootstrapping the shorth for regression

JO - ESAIM: Probability and Statistics

DA - 2006/5//

PB - EDP Sciences

VL - 10

SP - 216

EP - 235

AB -
The paper is concerned with the asymptotic distributions of estimators for
the length and the centre of the so-called η-shorth interval in a
nonparametric regression framework. It is shown that the estimator of the
length converges at the n1/2-rate to a Gaussian law and that the
estimator of the centre converges at the n1/3-rate to the location
of the maximum of a Brownian motion with parabolic drift.
Bootstrap procedures are proposed and shown to be consistent.
They are compared with the plug-in method through simulations.

LA - eng

KW - Brownian motion with parabolic drift; bootstrap; location of maximum; shorth.; shorth

UR - http://eudml.org/doc/249738

ER -

## References

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