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Bootstrap choice of tuning parameters

Author

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  • Christian Léger
  • Joseph Romano

Abstract

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Suggested Citation

  • Christian Léger & Joseph Romano, 1990. "Bootstrap choice of tuning parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 709-735, December.
    • Handle: RePEc:spr:aistmt:v:42:y:1990:i:4:p:709-735
    DOI: 10.1007/BF02481146
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    Cited by:

    1. Adhidev Biswas & Suman Majumder & Pratim Guha Niyogi & Ayanendranath Basu, 2021. "A Weighted Likelihood Approach to Problems in Survival Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 466-492, November.
    2. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
    3. Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu, 2021. "Statistical inference based on a new weighted likelihood approach," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 97-120, January.
    4. Cao, Ricardo & Cuevas, Antonio & Fraiman, Ricardo, 1995. "Minimum distance density-based estimation," Computational Statistics & Data Analysis, Elsevier, vol. 20(6), pages 611-631, December.
    5. Somak Maitra & Dimitris N. Politis, 2024. "Prepivoted Augmented Dickey-Fuller Test with Bootstrap-Assisted Lag Length Selection," Stats, MDPI, vol. 7(4), pages 1-19, October.

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