Browsing by Subject "Bandwidth choice"

Now showing items 1-3 of 3

    • Article  

      Adaptive bandwidth choice 

      Politis, Dimitris Nicolas (2003)
      In this paper, we consider the problem of bandwidth choice in the parallel settings of nonparametric kernel smoothed spectra] density and probability density estimation. We propose a new class of 'plug-in' type bandwidth ...
    • Article  

      Automatic Block-Length Selection for the Dependent Bootstrap 

      Politis, Dimitris Nicolas; White, H. (2004)
      We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, ...
    • Article  

      Complex-valued tapers 

      Politis, Dimitris Nicolas (2005)
      The spectral estimation method based on the average of short, tapered periodograms is re-examined. The bias of such estimators is typically O(1/b2), where b is the length of the short blocks. Much of the current researeh ...