Bootstrapping density estimates

DOI10.1080/03610928808829610MaRDI QIDQ3783372zbMATH OpenOpenAlexFDO

Authors M. Jhun

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829610

zbMATH Keywords

asymptotic levelbootstrap methodscontinuous densitydensity estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A large sample study of the Bayesian bootstrap
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Bootstrap methods: another look at the jackknife
• Corrections to 'On some global measures of the deviations of density function estimates'
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• On Estimation of a Probability Density Function and Mode
• On some global measures of the deviations of density function estimates
• On the maximal deviation of k-dimensional density estimates
• Probabilities of maximal deviations for nonparametric regression function estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(12)

• Bootstrapping the mode
• Nonparametric inference via bootstrapping the debiased estimator
• Bagging of density estimators
• Confidence Bands for a Distribution Function Using the Bootstrap
• Bootstrap approximation for kernel estimators of probability densities
• On the construction of nonparametric density function estimators using the bootstrap
• scientific article; zbMATH DE number 472938 (Why is no real title available?)
• scientific article; zbMATH DE number 729166 (Why is no real title available?)
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• scientific article; zbMATH DE number 883598 (Why is no real title available?)
• Nonparametric inference of quantile curves for nonstationary time series

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