Kernel estimations for multivariate density functional with bootstrap

DOI10.1080/03610926.2015.1012392zbMath1402.62063OpenAlexW2331428231MaRDI QIDQ4975171

De-Wang Li

Publication date: 3 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1012392

zbMATH Keywords

bootstrapconvergence ratekernel estimatemultivariate density functional

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items

Multiresolution approximation and consistent estimation of a multivariate density function

Uses Software

• KernSmooth
• sm
• feature

Cites Work

• Unnamed Item
• The central limit theorem and ergodicity
• Bootstrap methods: another look at the jackknife
• Rates of convergence of some estimators in a class of deconvolution problems
• Finite sample performance of deconvolving density estimators
• Nonparametric and semiparametric models.
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
• A large sample study of randomly weighted bootstrap in linear models
• Deconvolving kernel density estimators
• Bootstrap choice of the smoothing parameter in kernel density estimation
• An automatic bandwidth selector for kernel density estimation
• Kernel estimation in transect sampiing withoyt the shoulder condition
• Introduction to nonparametric estimation