Bandwidth selection for the smoothed bootstrap percentile method

Computational Statistics and Data Analysis

Volumn 36, Issue 3, 2001, Pages 333-349

  Polansky, Alan M ^a  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Acceleration constant; Bias correction; Calibration; Iterated bootstrap; Kernel density estimators

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; STATISTICAL METHODS;

KERNEL SMOOTHED DISTRIBUTION;

BANDWIDTH;

BOOTSTRAPPING; STATISTICAL ANALYSIS;

EID: 0035962792     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00045-1     Document Type: Article

References (25)

1. Monte Carlo approximation and the iterated bootstrap
2. Smoothing the bootstrap
3. Bootstrap confidence intervals (with comments)
4. Bootstrap methods: Another look at the jackknife
5. Better bootstrap confidence intervals (with comments)
6. Asymptotic iterated bootstrap confidence intervals
7. Calibrating confidence coefficients
8. Bootstrap calibration for confidence interval construction and selection
9. On bootstrap iteration for coverage correction in confidence intervals
10. Exact mean integrated squared error
11. Inexact control variates for the iterated bootstrap
12. Upper bounds on the trae coverage of bootstrap percentile type confidence intervals
13. Stabilizing bootstrap-t confidence intervals for small samples
14. Kernel smoothing to improve bootstrap confidence intervals
15. The bootstrap: To smooth or not to smooth