Weighted bootstrapped kernel density estimators in two-sample problems

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Cites work

A rank statistics approach to the consistency of a general bootstrap
A Review of Some Non-parametric Methods of Density Estimation
Approximations for a multivariate hybrid process with applications to change-point detection
Approximations for hybrids of empirical and partial sums processes
Approximations for weighted bootstrap processes with an application
Asymptotic Normality ofL₁-Error in Density Estimation
Bootstrap consistency for general semiparametric \(M\)-estimation
Bootstrap methods: another look at the jackknife
Central limit theorem for integrated square error of multivariate nonparametric density estimators
Central limit theorems for \(L_ p\)-norms of density estimators
Empirical likelihood tests for two-sample problems via nonparametric density estimation
Exchangeably weighted bootstraps of the general empirical process
Fast large-sample goodness-of-fit tests for copulas
Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
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Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
Invalidity of average squared error criterion in density estimation
Limit Theorems Associated with Variants of the Von Mises Statistic
Limit theorems for stochastic measures of the accuracy of density estimators
Maximum penalized likelihood estimation. Vol. 1: Density estimation
Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
Nonparametric probability density estimation
On \(L_ p\)-norms of multivariate density estimators
On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
On Estimation of a Probability Density Function and Mode
On general resampling algorithms and their performance in distribution estimation
On some global measures of the deviations of density function estimates
Remarks on Some Nonparametric Estimates of a Density Function
Some approximations toL_p-statistics of kernel density estimators
Strong approximations for weighted bootstrap of empirical and quantile processes with applications
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
Two-Sample Tests Based on the Integrated Empirical Process

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