Optimizing the smoothed bootstrap

DOI10.1007/BF00773412MaRDI QIDQ1895436zbMATH OpenFDO

Authors Suojin Wang

Publication date 18 October 1995

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

Full work available at URL https://doi.org/10.1007/BF00773412

zbMATH Keywords

functional estimationgeneralized rescalingkernel density estimationmean integrated squared errormean squared errorquantileshrinkingsmoothed bootstrapunified approach

Mathematics Subject Classification ID

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

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• Bootstrap methods: another look at the jackknife
• Exact convergence rate of bootstrap quantile variance estimator
• Generalized jackknifing and higher order kernels
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• On correcting for variance inflation in kernel density estimation
• On smoothing and the bootstrap
• Optimal plug-in estimators for nonparametric functional estimation
• Smoothing the Bootstrap
• Some Errors Associated with the Non-parametric Estimation of Density Functions
• Testing for multimodality
• The bootstrap: To smooth or not to smooth?
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

Cited in

(15)

• On smoothing and the bootstrap
• Edgeworth expansions for nonparametric distribution estimation with applications
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• On the bootstrap and smoothed bootstrap
• A bootstrap version of the residual-based smooth empirical distribution function
• Chung–Smirnov property for Bernstein estimators of distribution functions
• Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes
• On smoothed bootstrap for density functionals
• scientific article; zbMATH DE number 2078190 (Why is no real title available?)
• Symmetric smoothed bootstrap methods for ranked set samples
• Robust bootstrap forecast densities for GARCH returns and volatilities
• Smoothed empirical likelihood for optimal cut point analysis
• Hierarchical Bayesian bootstrap for heterogeneous treatment effect estimation

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