Kernel estimation of the density of a statistic

DOI10.1016/0167-7152(94)90055-8MaRDI QIDQ1336938zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 6 November 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90055-8

zbMATH Keywords

bootstrapkernel density estimationstationary time seriesrates of convergencestationary sequence of random variablesbandwidth choicemean square consistencycommon densitygrouped jackknife

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

Recommendations

• Bootstrap approximation for kernel estimators of probability densities
• scientific article; zbMATH DE number 3966
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
• Recursive kernel density estimators under a weak dependence condition
• Estimation of density functionals

Cites work

• scientific article; zbMATH DE number 3850298 (Why is no real title available?)
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4096579 (Why is no real title available?)
• scientific article; zbMATH DE number 3584820 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A note on proving that the (modified) bootstrap works
• Approximation Theorems of Mathematical Statistics
• Bootstrap methods: another look at the jackknife
• Curve Estimates
• On Estimation of a Probability Density Function and Mode
• On the asymptotic accuracy of Efron's bootstrap
• On the asymptotic properties of the jackknife histogram
• On the sample variance of linear statistics derived from mixing sequences
• Replicate Histograms
• Some asymptotic theory for the bootstrap
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• The bootstrap and Edgeworth expansion
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(8)

• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
• Kernel estimators of density in spaces of an arbitrary nature.
• Kernel estimation of density level sets
• Determining the number of effective parameters in kernel density estimation
• Using pseudometrics in kernel density estimation
• scientific article; zbMATH DE number 1850460 (Why is no real title available?)
• Estimation of a time-dependent density
• Averaging of density kernel estimators

This page was built for publication: Kernel estimation of the density of a statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1336938)