Bootstrapping the Mean Integrated Squared Error

A smooth bootstrap method is used to find an estimator of the mean integrated squared error in density estimation. This provides a natural bootstrap selector for the bandwidth. Some rates of convergence and limit distributions are presented for this new selector as well as for some modification of it.

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Year of publication:	1993
Authors:	Cao, R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 45.1993, 1, p. 137-160
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093902