메뉴 건너뛰기




Volumn 19, Issue 4, 2001, Pages 555-580

Smoothed bootstrap bandwidth selection in nonparametric density estimation for moving average processes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035607743     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-100002102     Document Type: Article
Times cited : (3)

References (19)
  • 2
    • 0013297568 scopus 로고
    • Bootstrapping the mean integrated squared error
    • R. Cao. Bootstrapping the mean integrated squared error. J. Multivar. Anal. 1990, 45, 137-60.
    • (1990) J. Multivar. Anal. , vol.45 , pp. 137-160
    • Cao, R.1
  • 3
    • 38149147190 scopus 로고
    • A comparative study of several smoothing methods in density estimation
    • R. Cao; A. Cuevas and W. González-Manteiga. A comparative study of several smoothing methods in density estimation. Comput. Stat. and Data Anal. 1994, 17, 153-76.
    • (1994) Comput. Stat. and Data Anal. , vol.17 , pp. 153-176
    • Cao, R.1    Cuevas, A.2    González-Manteiga, W.3
  • 4
    • 21344485057 scopus 로고
    • Bandwidth selection in nonparametric density estimation under dependence: A simulation study
    • R. Cao; A. Quintela-del-Río and J.M. Vilar-Fernândez. Bandwidth selection in nonparametric density estimation under dependence: a simulation study. Comput. Stat. 1993, 8, 313-332.
    • (1993) Comput. Stat. , vol.8 , pp. 313-332
    • Cao, R.1    Quintela-Del-Río, A.2    Vilar-Fernândez, J.M.3
  • 5
    • 0001791608 scopus 로고    scopus 로고
    • Universal smoothing factor selection in density estimation: Theory and practice
    • L. Devroye. Universal smoothing factor selection in density estimation: theory and practice. Test. 1997, 6, 223-320.
    • (1997) Test , vol.6 , pp. 223-320
    • Devroye, L.1
  • 6
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • B. Efron. Bootstrap methods: another look at the jackknife. Ann. Statist. 1979, 7, 1-26.
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 8
    • 0011081065 scopus 로고
    • On bandwidth choice for density estimation with dependent data
    • P. Hall; S.N. Lahiri and Y.K. Truong. On bandwidth choice for density estimation with dependent data. Ann. Statist. 1995, 23, 2241-63.
    • (1995) Ann. Statist. , vol.23 , pp. 2241-2263
    • Hall, P.1    Lahiri, S.N.2    Truong, Y.K.3
  • 11
    • 3042990270 scopus 로고    scopus 로고
    • Some automated methods of smoothing time-dependent data
    • J.D. Hart. Some automated methods of smoothing time-dependent data. J. Nonparametr. Statist. 1996, 6, 115-42.
    • (1996) J. Nonparametr. Statist. , vol.6 , pp. 115-142
    • Hart, J.D.1
  • 12
    • 0000272104 scopus 로고
    • Data-driven bandwidth choice for density estimation based on dependent data
    • J.D. Hart and P. Vieu. Data-driven bandwidth choice for density estimation based on dependent data. Ann. Satatist. 1990, 18, 873-90.
    • (1990) Ann. Satatist. , vol.18 , pp. 873-890
    • Hart, J.D.1    Vieu, P.2
  • 13
    • 0031206596 scopus 로고    scopus 로고
    • A study on bandwidth selection in density estimation under dependence
    • T.Y. Kim and D.D. Cox. A study on bandwidth selection in density estimation under dependence. J. Multivariate Anal. 1997, 62, 190-203.
    • (1997) J. Multivariate Anal. , vol.62 , pp. 190-203
    • Kim, T.Y.1    Cox, D.D.2
  • 14
    • 0031591321 scopus 로고    scopus 로고
    • Nonparametric estimation of density derivatives of dependent data
    • A. Quintela del Río. Nonparametric estimation of density derivatives of dependent data. J. Statist. Plann. Inference. 1997, 61, 55-74.
    • (1997) J. Statist. Plann. Inference , vol.61 , pp. 55-74
    • Quintela Del Río, A.1
  • 16
    • 0040406014 scopus 로고    scopus 로고
    • On the estimation of the marginal density of a moving average process
    • A. Saavedra and R. Cao. On the estimation of the marginal density of a moving average process. To appear in Canad. J. Statist.
    • Canad. J. Statist.
    • Saavedra, A.1    Cao, R.2
  • 17
    • 0039731510 scopus 로고    scopus 로고
    • Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
    • A. Saavedra and R. Cao. Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process. Stoch. Proc. Their. Appl. 1999, 80, 129-155.
    • (1999) Stoch. Proc. Their. Appl. , vol.80 , pp. 129-155
    • Saavedra, A.1    Cao, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.