Electronic Resource
Springer
Annals of the Institute of Statistical Mathematics
43 (1991), S. 667-676
ISSN:
1572-9052
Keywords:
Bandwidth
;
bootstrap
;
consistency
;
kernel regression
;
window
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract The local bootstrap method draws bootstrap samples from a neighborhood of each data point. Unlike the common bootstrap, it is especially useful for heteroscedastic data. This paper considers local bootstrap of y for a data set {(x i , y i )} with the neighborhood defined by the window in a kernel regression model. It shows that for each x, the bootstrap distribution and moments converge almost surely to the true distribution and moments of y respectively, and this convergence is also uniform in x within the data set.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00121646
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