Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI 平均に対する平滑化ブートストラップ法におけるバンド幅の選択に関する一考察 (A Study about the Choice of the Bandwidth of the Smoothed Bootstrap for the Mean) 難波, 明生 国民経済雑誌,205(3):41-55 2012-03 Departmental Bulletin Paper / 紀要論文 publisher JaLCDOI 10.24546/81008394 URL http://www.lib.kobe-u.ac.jp/handle_kernel/81008394 PDF issue: 2019-03-08
smoothed bootstrap bandwidth Efron 1979 Beran 1988, Hall 1992
smoothed bootstrap kernel density estimate bandwidth bandwidth MISE mean integrated squared error MISE MISE MISE MISE MISE MISE Silverman and Young 1987, Hall, DiCiccio and Romano 1989, De Angelis and Young 1992, Polansky and Schucany 1997, El-Nouty and Guillou 2000 Polansky and Schucany 1997
MISE MISE MISE MISE MISE MISE MISE MISE
indicator function naive estimator, local histogram estimator local histogram estimator Rosenblatt 1956
mean squared error; MSE
Li and Racine 2007 Mean Integrated Squared Error MSE mean integrated squared error MISE
plug-in MISE MISE MISE MISE resampling
Beran 1988, Hall 1992
Polansky and Schucany 1997, El-Nouty and Guillou 2000 Polansky and Schucany 1997 Polansky and Schucany 1997 MISE MISE Silverman 1986 MISE N U X
T
Percentile Percentile-t N U X T normal Percentile Percentile-t N U X T normal
MISE Bowman, Hall and Prvan 1998 MISE Hall 1983, Stone 1984,, Hall and Marron 1988 Beran, R., 1988, Prepivoting Test Statistics: A Bootstrap View of Asymptotic Re nements, Journal of the American Statistical Association, 83, 687697. Bowman, A., P. Hall, and T. Prvan, 1998, Bandwidth Selection for the Smoothing of Distribution Functions, Biometrika, 85, 799808. De Angelis, D., and G. A. Young, 1992, Smoothing the Bootstrap, International Statistical Review, 60, 4556. Efron, B., 1979, Bootstrap Methods: Another Look at the Jackknife, Annals of Statistics, 7, 126. El-Nouty, C., and A. Guillou, 2000, On the Smoothed Bootstrap, Journal of Statistical Planning and Inference, 83, 203220. Hall, P., 1983, Large Sample Optimality of Least Squares Cross-Validation in Density Estimation, The Annals of Statistics, 11, 11561174. Hall, P., 1992, The Bootstrap and Edgeworth Expansion, Springer-Verlag Inc. Hall, P., T. J. DiCiccio, and J. P. Romano, 1989, On Smoothing and the Bootstrap, The Annals of Statistics, 17, 692704., W., P. Hall, and J. S. Marron, 1988, How Far Are Automatically Chosen Regression Smoothing Parameters from Their Optimum?, Journal of the American Statistical Association, 83, 8695. Li, Q., and J. S. Racine, 2007, Nonparametric Econometrics: Theory and Practice, Princeton University Press. Polansky, A. M., and W. R. Schucany, 1997, Kernel Smoothing to Improve Bootstrap Confidence Intervals, Journal of the Royal Statistical Society, Series B, Methodological, 59, 821838. Rosenblatt, M., 1956, Remarks on Some Nonparametric Estimates of a Density Function, The Annals
of Mathematical Statistics, 27, 832837. Silverman, B. W., 1986, Density Estimation for Statistics and Data Analysis, Chapman & Hall Ltd. Silverman, B. W., and G. A. Young, 1987, The Bootstrap: To Smooth or Not to Smooth?, Biometrika, 74, 469479. Stone, C. J., 1984, An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates, The Annals of Statistics, 12, 12851297.