Weighted bootstrapped kernel density estimators in two-sample problems

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Cites work

scientific article; zbMATH DE number 5604036 (Why is no real title available?)
scientific article; zbMATH DE number 3789676 (Why is no real title available?)
A Review of Some Non-parametric Methods of Density Estimation
A rank statistics approach to the consistency of a general bootstrap
Approximations for a multivariate hybrid process with applications to change-point detection
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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
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Exchangeably weighted bootstraps of the general empirical process
Fast large-sample goodness-of-fit tests for copulas
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Invalidity of average squared error criterion in density estimation
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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
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On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
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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 Tests Based on the Integrated Empirical Process
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates

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