Bootstrap Selector for the Smoothing Parameter of Beran's Estimator

Rebeca Peláez Suárez, Ricardo Cao Abad, Juan M. Vilar Fernández
2021 Engineering Proceedings  
This work proposes a resampling technique to approximate the smoothing parameter of Beran's estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean integrated squared error to find the bootstrap bandwidth. The behaviour of this method has been tested by simulation on several models. Bootstrap confidence intervals are also addressed in this research and their performance is analysed in the simulation study.
doi:10.3390/engproc2021007028 fatcat:ch3caajjovga7hi4vgsie6yh74