Optimizing the smoothed bootstrap

DOI10.1007/BF00773412zbMath0822.62030MaRDI QIDQ1895436

Suojin Wang

Publication date: 18 October 1995

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

zbMATH Keywords

mean squared errormean integrated squared errorquantilekernel density estimationfunctional estimationsmoothed bootstrapunified approachshrinkinggeneralized rescaling

Mathematics Subject Classification ID

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

Related Items (8)

Edgeworth expansions for nonparametric distribution estimation with applications ⋮ A bootstrap version of the residual-based smooth empirical distribution function ⋮ Saving computer time in constructing consistent bootstrap prediction intervals for autoregressive processes ⋮ On multivariate smoothed bootstrap consistency ⋮ Chung–Smirnov property for Bernstein estimators of distribution functions ⋮ Robust bootstrap forecast densities for GARCH returns and volatilities ⋮ On smoothed bootstrap for density functionals ⋮ Symmetric smoothed bootstrap methods for ranked set samples

Cites Work

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

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