Local bootstrap

DOI10.1007/BF00121646zbMath0760.62039OpenAlexW4247100500MaRDI QIDQ1206619

Sheng G. Shi

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00121646

zbMATH Keywords

momentsconsistencybandwidthwindowuniform almost sure convergenceheteroscedastic databootstrap distributionkernel regression modellocal bootstrap method

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (10)

Model-free model-fitting and predictive distributions ⋮ A bootstrap approximation for the distribution of the local Whittle estimator ⋮ Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model ⋮ Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. ⋮ Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach ⋮ The impact of bootstrap methods on time series analysis ⋮ Bootstrap inference in local polynomial regression of time series ⋮ Local block bootstrap ⋮ Comments on: Model-free model-fitting and predictive distributions ⋮ The local bootstrap for Markov processes

Cites Work

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• Variable bandwidth kernel estimators of regression curves
• Bootstrap procedures under some non-i.i.d. models
• Bootstrap methods: another look at the jackknife
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• Nonparametric estimation of a regression function

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