Bootstrap approximation for kernel estimators of probability densities
From MaRDI portal
Publication:3611468
zbMATH Open1174.62374MaRDI QIDQ3611468FDOQ3611468
Authors: Daming Xu, An Min Tang, Xing Chen, De-Wang Li
Publication date: 6 March 2009
Recommendations
Cited In (12)
- On the construction of nonparametric density function estimators using the bootstrap
- Variance estimation for orthogonal series estimators of probability densities
- The local bootstrap for kernel estimators under general dependence conditions
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
- Title not available (Why is that?)
- Inference via kernel smoothing of bootstrap \(P\) values
- Title not available (Why is that?)
- Kernel estimations for multivariate density functional with bootstrap
- Kernel estimation of the density of a statistic
- Bootstrapping approach for kernel density estimation
- Title not available (Why is that?)
- Bootstrapping density estimates
This page was built for publication: Bootstrap approximation for kernel estimators of probability densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3611468)