Bootstrapping the shorth for regression
Cécile Durot, Karelle Thiébot (2006)
ESAIM: Probability and Statistics
Similarity:
The paper is concerned with the asymptotic distributions of estimators for the length and the centre of the so-called -shorth interval in a nonparametric regression framework. It is shown that the estimator of the length converges at the -rate to a Gaussian law and that the estimator of the centre converges at the -rate to the location of the maximum of a Brownian motion with parabolic drift. Bootstrap procedures are proposed and shown to be consistent....