Bandwidth selection for the smoothed bootstrap percentile method.

DOI10.1016/S0167-9473(00)00045-1zbMath1038.62038OpenAlexW1988518787MaRDI QIDQ5941109

Alan M. Polansky

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00045-1

zbMATH Keywords

Acceleration constantBias correctionCalibrationIterated bootstrapKernel density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items

Time-varying extreme value dependence with application to leading European stock markets, Smoothed and iterated bootstrap confidence regions for parameter vectors, On multivariate smoothed bootstrap consistency, Robust bootstrap forecast densities for GARCH returns and volatilities, On smoothed bootstrap for density functionals, Large-scale simultaneous testing using kernel density estimation, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Comments on: Augmenting the bootstrap to analyze high dimensional genomic data

Uses Software

• KernSmooth
• bootstrap
• bootlib

Cites Work

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