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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