Showing 1 - 6 of 6
bootstrap for estimating the variance of the index estimator and a variant of bagging for numerically stabilizing its variance …
Persistent link: https://www.econbiz.de/10010310375
selecting the two bandwidths for either estimator. We also develop a new bootstrap test for the symmetry of conditional density …
Persistent link: https://www.econbiz.de/10011125947
bootstrap for estimating the variance of the index estimator and a variant of bagging for numerically stabilizing its variance …
Persistent link: https://www.econbiz.de/10010956351
bandwidth selection strategy that is based on minimizing a bootstrap approximation of the mean squared error and compare its …
Persistent link: https://www.econbiz.de/10005650108
used in computing the preliminary density estimate. This paper proposes a bootstrap method for estimating the mean squared … error and associated optimal bandwidth. The particular bootstrap method suggested here involves using a resample of smaller …
Persistent link: https://www.econbiz.de/10005827255
Persistent link: https://www.econbiz.de/10012806700