A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data-Reference-Cited by-同舟云学术

A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data

Published:2017 Issue: Volume: Page:173-208
ISSN:
Container-title:From Statistics to Mathematical Finance
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Author:

Barbeito Inés,Cao Ricardo

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-50986-0_10

Reference43 articles.

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3. Cao R (1993) Bootstrapping the mean integrated squared error. J Mult Anal 45:137–160

4. Cao R (1999) An overview of bootstrap methods for estimating and predicting in time series. Test 8:95–116

5. Cao R, Quintela del Río A, Vilar Fernández J (1993) Bandwidth selection in nonparametric density estimation under dependence. a simulation study. Com Statist 8:313–332

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