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Bootstrap methods in nonparametric regression

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  • HÄRDLE, W.
  • MAMMEN, E.

Abstract

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Suggested Citation

  • Härdle, W. & Mammen, E., 1991. "Bootstrap methods in nonparametric regression," LIDAM Reprints CORE 934, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:934
    DOI: 10.1007/978-94-011-3222-0_8
    Note: In : G. Roussas (ed.), Nonparametric Functional Estimation and Related Topics. Dordrecht, Kluwer Academic Publishers, 111-123, 1991
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    Cited by:

    1. Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2017. "Unit Root Tests In The Presence Of Multiple Breaks In Variance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(02), pages 345-361, June.
    2. Estela Bee Dagum & Alessandra Luati, 2002. "Global and local statistical properties of fixed-length nonparametric smoothers," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(3), pages 313-333, October.

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