Bootstrapping density estimates

DOI10.1080/03610928808829610zbMath0642.62025OpenAlexW2014308089MaRDI QIDQ3783372

M. Jhun

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/03610928808829610

zbMATH Keywords

density estimatesbootstrap methodscontinuous densityasymptotic level

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

Nonparametric inference of quantile curves for nonstationary time series

Cites Work

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• Probabilities of maximal deviations for nonparametric regression function estimates
• Corrections to 'On some global measures of the deviations of density function estimates'
• On the maximal deviation of k-dimensional density estimates
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• Bootstrap methods: another look at the jackknife
• A large sample study of the Bayesian bootstrap
• On some global measures of the deviations of density function estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• On Estimation of a Probability Density Function and Mode

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