Local bootstrap

DOI10.1007/BF00121646MaRDI QIDQ1206619zbMATH OpenOpenAlexFDO

Authors 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

bandwidthbootstrap distributionconsistencyheteroscedastic datakernel regression modellocal bootstrap methodmomentsuniform almost sure convergencewindow

Mathematics Subject Classification ID

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

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Cites work

• Bootstrap methods: another look at the jackknife
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 3221828 (Why is no real title available?)
• scientific article; zbMATH DE number 3222478 (Why is no real title available?)
• scientific article; zbMATH DE number 3415224 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Nonparametric estimation of a regression function
• Variable bandwidth kernel estimators of regression curves

Cited in

(11)

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

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