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Bootstrapping the mode

Author

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  • Joseph Romano

Abstract

No abstract is available for this item.

Suggested Citation

  • Joseph Romano, 1988. "Bootstrapping the mode," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(3), pages 565-586, September.
    • Handle: RePEc:spr:aistmt:v:40:y:1988:i:3:p:565-586
    DOI: 10.1007/BF00053066
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    Citations

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    Cited by:

    1. Jan Beran & Klaus Telkmann, 2021. "On inference for modes under long memory," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 429-455, June.
    2. Herrmann, Eva & Ziegler, Klaus, 2004. "Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 359-368, July.
    3. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, August.
    4. Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
    5. Ziegler Klaus, 2006. "On local bootstrap bandwidth choice in kernel density estimation," Statistics & Risk Modeling, De Gruyter, vol. 24(2), pages 291-301, December.
    6. Wang, Weizhen, 2013. "A note on bootstrap confidence intervals for proportions," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2699-2702.
    7. Efstathios Paparoditis & Dimitris Politis, 2000. "The Local Bootstrap for Kernel Estimators under General Dependence Conditions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 139-159, March.

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