Model search by bootstrap "bumping"

Citation
R. Tibshirani et K. Knight, Model search by bootstrap "bumping", J COMPU G S, 8(4), 1999, pp. 671-686
Citations number
11
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
ISSN journal
10618600 → ACNP
Volume
8
Issue
4
Year of publication
1999
Pages
671 - 686
Database
ISI
SICI code
1061-8600(199912)8:4<671:MSBB">2.0.ZU;2-5
Abstract
We propose a bootstrap-based method for enhancing a search through a space of models. The technique is well suited to complex, adaptively fitted model s-it provides a convenient method for finding better local minima and for r esistant fitting. Applications to regression, classification, and density e stimation are described. We also provide results on the asymptotic behavior of bumping estimates.