Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
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- A Brief Survey of Bandwidth Selection for Density Estimation
- A comparative study of several smoothing methods in density estimation
- A comparison of cross-validation techniques in density estimation
- A note on modified cross-validation in density estimation
- A simple root \(n\) bandwidth selector
- A study on bandwidth selection in density estimation under dependence
- An asymptotically efficient solution to the bandwidth problem of kernel density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- An overview of bootstrap methods for estimating and predicting in time series
- Bandwidth selection in nonparametric density estimation under dependence: a simulation study
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- Bootstrap methods: another look at the jackknife
- Bootstrapping the mean integrated squared error
- Consistent cross-validated density estimation
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- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
- Large sample confidence regions based on subsamples under minimal assumptions
- Large sample optimality of least squares cross-validation in density estimation
- Modified cross-validation in density estimation
- On Estimation of a Probability Density Function and Mode
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- Stationary bootstrap for kernel density estimators under -weak dependence
- The Stationary Bootstrap
- The bootstrap: To smooth or not to smooth?
- The jackknife and the bootstrap for general stationary observations
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