The local bootstrap for kernel estimators under general dependence conditions

DOI10.1023/A:1004193117918zbMATH Open0959.62034OpenAlexW1566770302MaRDI QIDQ1585876FDOQ1585876

Dimitris Politis, Efstathios Paparoditis

Publication date: 2 May 2001

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

Full work available at URL: https://doi.org/10.1023/a:1004193117918

zbMATH Keywords

confidence intervalsdependenceresampling

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: estimation (62M09)

Cited In (30)

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• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
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• Modelling time trend via spline confidence band
• Asymptotic distribution of smoothers based on local means and local medians under dependence
• Bootstrap inference in local polynomial regression of time series
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• Weak dependence beyond mixing and asymptotics for nonparametric regression
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• Tie-Break Bootstrap for Nonparametric Rank Statistics
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• The reaction of stock market returns to unemployment
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
• A probabilistic graphical model based stochastic input model construction
• Nonparametric estimation and inference for conditional density based Granger causality measures
• Bootstrap methods for dependent data: a review
• A consistent characteristic function-based test for conditional independence
• Testing for structural change in regression with long memory processes
• Bootstrap methods for stationary functional time series
• Measuring Granger Causality in Quantiles
• Measuring Nonlinear Granger Causality in Mean
• The impact of bootstrap methods on time series analysis

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