Optimizing the smoothed bootstrap
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DOI: 10.1007/BF00773412
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References listed on IDEAS
- Jones, M. C., 1991. "On correcting for variance inflation in kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 3-15, January.
- Jones, M. C. & Sheather, S. J., 1991. "Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives," Statistics & Probability Letters, Elsevier, vol. 11(6), pages 511-514, June.
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Cited by:
- 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 EstadÃstica.
- Alexandre Leblanc, 2009. "Chung–Smirnov property for Bernstein estimators of distribution functions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 133-142.
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Keywords
Bootstrap; functional estimation; kernel density estimation; mean integrated squared error; mean squared error; quantile; rescaling; smoothing;All these keywords.
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