Bootstrapping the shorth for regression
نویسندگان
چکیده
منابع مشابه
Bootstrapping for Penalized Spline Regression∗†‡
We describe and contrast several different bootstrapping procedures for penalized spline smoothers. The bootstrapping procedures considered are variations on existing methods, developed under two different probabilistic frameworks. Under the first framework, penalized spline regression is considered an estimation technique to find an unknown smooth function. The smooth function is represented i...
متن کاملBootstrapping the log-periodogram regression
Semiparametric estimation of the memory parameter in economic time series raises the problem of the small sample size and the poor approximation of the asymptotic distribution to the finite sample counterpart. This paper considers the bootstrap to improve the finite sample distribution of the popular log peridogram regression and shows that it can significantly reduce the error in the coverage ...
متن کاملBOOTSTRAPPING ROBUST REGRESSION Galen
M-estim::ztes The bootstrap principle is justified for robust M-estimates in regression. (A short proof justifying bootstrapping the empirical process is also given.) l.a.
متن کاملBootstrapping Principal Component Regression Models
Bootstrap methods can be used as an alternative for cross-validation in regression procedures such as principal component regression (PCR). Several bootstrap methods for the estimation of prediction errors and confidence intervals are presented. It is shown that bootstrap error estimates are consistent with cross-validation estimates but exhibit less variability. This makes it easier to select ...
متن کاملValidating Geospatial Regression Models With Bootstrapping
Spatial statistical models have been used extensively in many geospatial and environmental studies over several decades. While being very important, the issues of testing and validation in spatial statistical models are rarely investigated carefully in spatial environmental studies. Often strict theoretical asymptotic assumptions used in those models are left unexplored or unanswered in many st...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2006
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2006007