Kernel estimations for multivariate density functional with bootstrap

Dewang Li

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 9, 4631-4641

Abstract: In this article the bootstrap method is discussed for the kernel estimation of the multivariate density function. We have considered sample mean functional and constructed its consistency and asymptotic normality by bootstrap estimator. It has been shown that the bootstrap works for kernel estimates of multivariate density functional. The convergence rate with bootstrap for density has been proved. Finally, two simulations of application are given.

Date: 2017
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DOI: 10.1080/03610926.2015.1012392

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