Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence

DOI10.1080/03610926.2012.701695zbMath1302.62093OpenAlexW1988087364MaRDI QIDQ2931572

Dong Wan Shin, Eun-Ju Hwang

Publication date: 26 November 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.701695

zbMATH Keywords

kernel density estimatornonlinear time seriesweak dependencemoving block bootstrapdisjoint block bootstrap

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Another look at the disjoint blocks bootstrap
• An exponential inequality under weak dependence
• Probability and moment inequalities for sums of weakly dependent random variables, with applications
• A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)
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• The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Bootstrap methods: another look at the jackknife
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Asymptotic normality of the kernel estimate of a probability density function under association
• A new weak dependence condition and applications to moment inequalities
• Coupling for \(\tau\)-dependent sequences and applications
• Theoretical comparisons of block bootstrap methods
• The jackknife and the bootstrap for general stationary observations
• Weak dependence beyond mixing and asymptotics for nonparametric regression
• On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
• Uniform strong consistency of kernel density estimators under dependence
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• A triangular central limit theorem under a new weak dependence condition
• Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
• Functional Estimation of a Density Under a New Weak Dependence Condition
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
• Kernel density estimation for linear processes

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