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Bandwidth selection for the smoothed bootstrap percentile method

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  • Polansky, Alan M.

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  • Polansky, Alan M., 2001. "Bandwidth selection for the smoothed bootstrap percentile method," Computational Statistics & Data Analysis, Elsevier, vol. 36(3), pages 333-349, May.
    • Handle: RePEc:eee:csdana:v:36:y:2001:i:3:p:333-349
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    References listed on IDEAS

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    1. Hinkley, D. V., 1997. "Discussion of paper by H. Li & G.S. Maddala," Journal of Econometrics, Elsevier, vol. 80(2), pages 319-323, October.
    2. Alan M. Polansky & William. R. Schucany, 1997. "Kernel Smoothing to Improve Bootstrap Confidence Intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 821-838.
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    Cited by:

    1. Hotta, Luiz & Trucíos, Carlos, 2015. "Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws1523, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Santu Ghosh & Alan M. Polansky, 2022. "Large-Scale Simultaneous Testing Using Kernel Density Estimation," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 808-843, August.
    3. Ghosh, Santu & Polansky, Alan M., 2014. "Smoothed and iterated bootstrap confidence regions for parameter vectors," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 171-182.

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