Matches in SemOpenAlex for { <https://semopenalex.org/work/W4288114082> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W4288114082 abstract "Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have complex asymptotic distributions, bootstrap methods are often used for this purpose. With i.i.d. observations, a large literature exists concerning optimal bootstrap methods which achieve the fastest possible convergence rate of the bootstrap estimator of the sampling distribution of the kernel density estimator. With dependent data, such an optimality theory is an important open problem. We establish a general theory of optimality of the block bootstrap for kernel density estimation under weak dependence assumptions which are satisfied by many important time series models. We propose a unified framework for a theoretical study of a rich class of bootstrap methods which include as special cases subsampling, Kunsch's moving block bootstrap, Hall's under-smoothing (UNS) as well as approaches incorporating no (NBC) or explicit bias correction (EBC). Moreover, we consider their accuracy under a broad spectrum of choices of the bandwidth $h$, which include as an important special case the MSE-optimal choice, as well as other under-smoothed choices. Under each choice of $h$, we derive the optimal tuning parameters and compare optimal performances between the main subclasses (EBC, NBC, UNS) of the bootstrap methods." @default.
- W4288114082 created "2022-07-28" @default.
- W4288114082 creator A5024645493 @default.
- W4288114082 creator A5061312032 @default.
- W4288114082 creator A5075937203 @default.
- W4288114082 date "2019-09-05" @default.
- W4288114082 modified "2023-10-16" @default.
- W4288114082 title "Block bootstrap optimality for density estimation with dependent data" @default.
- W4288114082 doi "https://doi.org/10.48550/arxiv.1909.02662" @default.
- W4288114082 hasPublicationYear "2019" @default.
- W4288114082 type Work @default.
- W4288114082 citedByCount "0" @default.
- W4288114082 crossrefType "posted-content" @default.
- W4288114082 hasAuthorship W4288114082A5024645493 @default.
- W4288114082 hasAuthorship W4288114082A5061312032 @default.
- W4288114082 hasAuthorship W4288114082A5075937203 @default.
- W4288114082 hasBestOaLocation W42881140821 @default.
- W4288114082 hasConcept C102366305 @default.
- W4288114082 hasConcept C105795698 @default.
- W4288114082 hasConcept C114614502 @default.
- W4288114082 hasConcept C122280245 @default.
- W4288114082 hasConcept C12267149 @default.
- W4288114082 hasConcept C126255220 @default.
- W4288114082 hasConcept C143724316 @default.
- W4288114082 hasConcept C149782125 @default.
- W4288114082 hasConcept C151730666 @default.
- W4288114082 hasConcept C154945302 @default.
- W4288114082 hasConcept C167723999 @default.
- W4288114082 hasConcept C185429906 @default.
- W4288114082 hasConcept C189508267 @default.
- W4288114082 hasConcept C207609745 @default.
- W4288114082 hasConcept C28826006 @default.
- W4288114082 hasConcept C33923547 @default.
- W4288114082 hasConcept C3770464 @default.
- W4288114082 hasConcept C41008148 @default.
- W4288114082 hasConcept C71134354 @default.
- W4288114082 hasConcept C74193536 @default.
- W4288114082 hasConcept C86803240 @default.
- W4288114082 hasConceptScore W4288114082C102366305 @default.
- W4288114082 hasConceptScore W4288114082C105795698 @default.
- W4288114082 hasConceptScore W4288114082C114614502 @default.
- W4288114082 hasConceptScore W4288114082C122280245 @default.
- W4288114082 hasConceptScore W4288114082C12267149 @default.
- W4288114082 hasConceptScore W4288114082C126255220 @default.
- W4288114082 hasConceptScore W4288114082C143724316 @default.
- W4288114082 hasConceptScore W4288114082C149782125 @default.
- W4288114082 hasConceptScore W4288114082C151730666 @default.
- W4288114082 hasConceptScore W4288114082C154945302 @default.
- W4288114082 hasConceptScore W4288114082C167723999 @default.
- W4288114082 hasConceptScore W4288114082C185429906 @default.
- W4288114082 hasConceptScore W4288114082C189508267 @default.
- W4288114082 hasConceptScore W4288114082C207609745 @default.
- W4288114082 hasConceptScore W4288114082C28826006 @default.
- W4288114082 hasConceptScore W4288114082C33923547 @default.
- W4288114082 hasConceptScore W4288114082C3770464 @default.
- W4288114082 hasConceptScore W4288114082C41008148 @default.
- W4288114082 hasConceptScore W4288114082C71134354 @default.
- W4288114082 hasConceptScore W4288114082C74193536 @default.
- W4288114082 hasConceptScore W4288114082C86803240 @default.
- W4288114082 hasLocation W42881140821 @default.
- W4288114082 hasOpenAccess W4288114082 @default.
- W4288114082 hasPrimaryLocation W42881140821 @default.
- W4288114082 hasRelatedWork W1976101200 @default.
- W4288114082 hasRelatedWork W1981663368 @default.
- W4288114082 hasRelatedWork W1996229348 @default.
- W4288114082 hasRelatedWork W2042574171 @default.
- W4288114082 hasRelatedWork W2060118985 @default.
- W4288114082 hasRelatedWork W2064180940 @default.
- W4288114082 hasRelatedWork W2221723100 @default.
- W4288114082 hasRelatedWork W2576442425 @default.
- W4288114082 hasRelatedWork W3121914440 @default.
- W4288114082 hasRelatedWork W3125945516 @default.
- W4288114082 isParatext "false" @default.
- W4288114082 isRetracted "false" @default.
- W4288114082 workType "article" @default.