Bootstrapping the Mean Integrated Squared Error

R. Cao

Journal of Multivariate Analysis, 1993, vol. 45, issue 1, 137-160

Abstract: 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.

Date: 1993
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