On the performance of weighted bootstrapped kernel deconvolution density estimators
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Publication:2208395
DOI10.1007/S00362-018-1006-0zbMATH Open1452.62260OpenAlexW2801094806WikidataQ129816391 ScholiaQ129816391MaRDI QIDQ2208395FDOQ2208395
Authors: Ali Al-Sharadqah, Majid Mojirsheibani, William Pouliot 
Publication date: 2 November 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://pure-oai.bham.ac.uk/ws/files/48894754/BOOT_DECONVOLUTION.pdf
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Density estimation (62G07) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)
Cites Work
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Cited In (5)
- A note on the performance of bootstrap kernel density estimation with small re-sample sizes
- An inversion theorem-based kernel density estimator for a weighted average and difference of weighted averages with applications
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
- Bootstrapping density-weighted average derivatives
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