On a weighted bootstrap approximation of the L_p norms of kernel density estimators
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On a weighted bootstrap approximation of the \(L p\) norms of kernel density estimators
On a weighted bootstrap approximation of the \(L p\) norms of kernel density estimators
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Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
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- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (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
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- 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 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
- Invalidity of average squared error criterion in density estimation
- Limit theorems for stochastic measures of the accuracy of density estimators
- Multivariate plug-in bandwidth selection
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Nonparametric probability density estimation
- On Estimation of a Probability Density Function and Mode
- On \(L_ p\)-norms of multivariate density estimators
- On general resampling algorithms and their performance in distribution estimation
- On some global measures of the deviations of density function estimates
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals
- Remarks on Some Nonparametric Estimates of a Density Function
- Some approximations toLp-statistics of kernel density estimators
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- The weighted bootstrap
Cited in
(7)- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Weighted bootstrapped kernel density estimators in two-sample problems
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
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- A Semiparametric Kernel Independence Test With Application to Mutational Signatures
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- A Weighted Bootstrap Procedure for Divergence Minimization Problems
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