Bandwidth selection for the smoothed bootstrap percentile method.

DOI10.1016/S0167-9473(00)00045-1MaRDI QIDQ5941109zbMATH OpenOpenAlexFDO

Authors Alan M. Polansky

Publication date 20 August 2001

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(00)00045-1

zbMATH Keywords

Acceleration constantBias correctionCalibrationIterated bootstrapKernel density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic iterated bootstrap confidence intervals
• Better Bootstrap Confidence Intervals
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Bootstrap methods: another look at the jackknife
• Calibrating Confidence Coefficients
• Exact mean integrated squared error
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• Inexact control variates for the iterated bootstrap
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• Smoothing the Bootstrap
• Stabilizing bootstrap‐t confidence intervals for small samples
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• The bootstrap: To smooth or not to smooth?
• The jackknife and bootstrap

Cited in

(11)

• Time-varying extreme value dependence with application to leading European stock markets
• Large-scale simultaneous testing using kernel density estimation
• Studying the bandwidth in k-sample smooth tests
• On multivariate smoothed bootstrap consistency
• scientific article; zbMATH DE number 1085984 (Why is no real title available?)
• On smoothed bootstrap for density functionals
• Smoothed and iterated bootstrap confidence regions for parameter vectors
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• Robust bootstrap forecast densities for GARCH returns and volatilities
• Comments on: Augmenting the bootstrap to analyze high dimensional genomic data
• Smoothed bootstrap methods for bivariate data

Describes a project that uses

Uses Software

• KernSmooth
• bootstrap
• boot

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