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Optimizing the smoothed bootstrap

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  • Suojin Wang

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Suggested Citation

  • Suojin Wang, 1995. "Optimizing the smoothed bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 65-80, January.
    • Handle: RePEc:spr:aistmt:v:47:y:1995:i:1:p:65-80
    DOI: 10.1007/BF00773412
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    References listed on IDEAS

    as
    1. 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.
    2. 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:

    1. 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.
    2. 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.

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