The local bootstrap for kernel estimators under general dependence conditions

DOI10.1023/A:1004193117918MaRDI QIDQ1585876zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

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)

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(31)

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• Weak dependence beyond mixing and asymptotics for nonparametric regression
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• Stock market's reaction to money supply: a nonparametric analysis
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• Tie-Break Bootstrap for Nonparametric Rank Statistics
• The reaction of stock market returns to unemployment
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• Characteristic function based testing for conditional independence: a nonparametric regression approach
• A probabilistic graphical model based stochastic input model construction
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
• 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

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