Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926): Difference between revisions

@@ Property / author @@
-Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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+Eun-Ju Hwang
@@ Property / author: Eun-Ju Hwang / rank @@
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@@ Property / describes a project that uses @@
+PearsonT
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2011.10.001
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+W2080325297
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@@ Property / cites work @@
+On smoothed bootstrap for density functionals
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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