The local bootstrap for kernel estimators under general dependence conditions

DOI10.1023/A:1004193117918zbMath0959.62034OpenAlexW1566770302MaRDI QIDQ1585876

Dimitris N. 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 intervalsresamplingdependence

Mathematics Subject Classification ID

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

Related Items (25)

Bootstraps for time series ⋮ Testing for structural change in regression with long memory processes ⋮ A nonparametric measure of heteroskedasticity ⋮ A consistent characteristic function-based test for conditional independence ⋮ Conditional Association ⋮ A probabilistic graphical model based stochastic input model construction ⋮ CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH ⋮ Nonparametric tests for conditional independence using conditional distributions ⋮ TESTING FOR THE MARKOV PROPERTY IN TIME SERIES ⋮ A conditional independence test for dependent data based on maximal conditional correlation ⋮ Modelling time trend via spline confidence band ⋮ Stock market's reaction to money supply: a nonparametric analysis ⋮ The reaction of stock market returns to unemployment ⋮ Bootstrap methods for stationary functional time series ⋮ Nonparametric estimation and inference for conditional density based Granger causality measures ⋮ Testing conditional independence via empirical likelihood ⋮ Testing conditional independence using maximal nonlinear conditional correlation ⋮ The impact of bootstrap methods on time series analysis ⋮ Bootstrap inference in local polynomial regression of time series ⋮ Bootstrap methods for dependent data: a review ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ Bootstrap order selection for SETAR models ⋮ Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model ⋮ Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach ⋮ Weak dependence beyond mixing and asymptotics for nonparametric regression

This page was built for publication: The local bootstrap for kernel estimators under general dependence conditions