Browsing by Subject "Nonparametric density estimation"
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Article
Bootstrap with larger resample size for root-n consistent density estimation with time series data
(2011)We consider finite-order moving average and nonlinear autoregressive processes with no parametric assumption on the error distribution, and present a kernel density estimator of a bootstrap series that estimates their ...
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Article
Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order
(1999)The problem of nonparametric estimation of a multivariate density function is addressed. In particular, a general class of estimators with favorable asymptotic performance (bias, variance, rate of convergence) is proposed. ...