Direct density estimation of \(L\)-estimates via characteristic functions with applications

DOI10.1016/j.jspi.2011.08.014zbMath1236.62029OpenAlexW1981296229MaRDI QIDQ645627

Alan D. Hutson, Jeffrey C. Miecznikowski, Dongliang Wang

Publication date: 10 November 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.014

zbMATH Keywords

nonparametric methodsbootstrap techniques

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Characteristic functions; other transforms (60E10)

Related Items (3)

An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage ⋮ Density estimation using bootstrap quantile variance and quantile-mean covariance ⋮ Joint confidence region estimation of L-moment ratios with an extension to right censored data

Uses Software

• bootstrap

Cites Work

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• Weak convergence of sequences of first passage processes and applications
• Some asymptotic theory for the bootstrap
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• Do robust estimators work with real data?
• Bootstrap methods: another look at the jackknife
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
• The jackknife and bootstrap
• Contribution to the bandwidth choice for kernel density estimates
• Selected papers of Frederick Mosteller
• Approximation Theorems of Mathematical Statistics
• Empirical Processes with Applications to Statistics
• Kernel Quantile Estimators
• On maximal Deviation of the kernel type non-parametric density estimates in some degenerate cases
• Jackknifing L-Statistics with Smooth Weight Functions
• The Exact Bootstrap Mean and Variance of an L-estimator
• Note on the inversion theorem

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