A note on the performance of bootstrap kernel density estimation with small re-sample sizes

Majid Mojirsheibani

Statistics & Probability Letters, 2021, vol. 178, issue C

Abstract: This paper studies the unconditional limiting distribution of the maximal deviation of bootstrap kernel density estimators with re-sample sizes that are different from the sample size, n. More specifically, we study the convergence rates of such statistics when the bootstrap sample size may be orders of magnitude smaller than n. An application to big-data scenarios is given.

Keywords: Kernel; Bootstrap; Brownian bridge; Approximation (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109189

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