Bootstrapping density estimates

DOI10.1080/03610928808829610zbMATH Open0642.62025OpenAlexW2014308089MaRDI QIDQ3783372FDOQ3783372

Authors: M. Jhun 

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829610

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zbMATH Keywords

density estimatesbootstrap methodscontinuous densityasymptotic level

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Bootstrap methods: another look at the jackknife
• On some global measures of the deviations of density function estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Probabilities of maximal deviations for nonparametric regression function estimates
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• On the maximal deviation of k-dimensional density estimates
• A large sample study of the Bayesian bootstrap
• Corrections to 'On some global measures of the deviations of density function estimates'

Cited In (9)

• On the construction of nonparametric density function estimators using the bootstrap
• Title not available (Why is that?)
• Nonparametric inference via bootstrapping the debiased estimator
• Confidence Bands for a Distribution Function Using the Bootstrap
• Bagging of density estimators
• Bootstrap approximation for kernel estimators of probability densities
• Title not available (Why is that?)
• Nonparametric inference of quantile curves for nonstationary time series
• Bootstrapping the mode

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