IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v112y2012icp230-241.html
   My bibliography  Save this article

A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets

Author

Listed:
  • Mojirsheibani, Majid

Abstract

This article considers a weighted bootstrap method to approximate the distribution of the maximal deviatiBootstrap-MBR.texon of kernel density estimates over general connected compact sets. The theoretical validity of this approximation is also established. Furthermore, simulation studies show that, depending on the choice of the weights, the proposed weighted bootstrap can have a superior finite-sample performance as compared to both the large-sample theory as well as Efron’s (1979) original bootstrap.

Suggested Citation

  • Mojirsheibani, Majid, 2012. "A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 230-241.
    • Handle: RePEc:eee:jmvana:v:112:y:2012:i:c:p:230-241
    DOI: 10.1016/j.jmva.2012.06.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X12001674
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2012.06.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2000. "Approximations for weighted bootstrap processes with an application," Statistics & Probability Letters, Elsevier, vol. 48(1), pages 59-70, May.
    2. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.
    3. Konakov, V. D. & Piterbarg, V. I., 1984. "On the convergence rate of maximal deviation distribution for kernel regression estimates," Journal of Multivariate Analysis, Elsevier, vol. 15(3), pages 279-294, December.
    4. Burke, Murray D., 2000. "Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 13-20, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
    2. Mojirsheibani, Majid, 2021. "A note on the performance of bootstrap kernel density estimation with small re-sample sizes," Statistics & Probability Letters, Elsevier, vol. 178(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ali Al-Sharadqah & Majid Mojirsheibani & William Pouliot, 2020. "On the performance of weighted bootstrapped kernel deconvolution density estimators," Statistical Papers, Springer, vol. 61(4), pages 1773-1798, August.
    2. Ali Al-Sharadqah & Majid Mojirsheibani, 2020. "A simple approach to construct confidence bands for a regression function with incomplete data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 81-99, March.
    3. Majid Mojirsheibani & William Pouliot, 2017. "Weighted bootstrapped kernel density estimators in two-sample problems," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(1), pages 61-84, January.
    4. Liu, Bo & Mojirsheibani, Majid, 2015. "On a weighted bootstrap approximation of the Lp norms of kernel density estimators," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 65-73.
    5. Majid Mojirsheibani, 2022. "On the maximal deviation of kernel regression estimators with NMAR response variables," Statistical Papers, Springer, vol. 63(5), pages 1677-1705, October.
    6. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2017. "Fast tests for the two-sample problem based on the empirical characteristic function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 137(C), pages 390-410.
    7. Rob Euwals & Bertrand Melenberg & Arthur van Soest, 1998. "Testing the predictive value of subjective labour supply data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(5), pages 567-585.
    8. Norbert Henze & María Dolores Jiménez-Gamero, 2019. "A new class of tests for multinormality with i.i.d. and garch data based on the empirical moment generating function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 499-521, June.
    9. Jiménez-Gamero, M. Dolores & Kim, Hyoung-Moon, 2015. "Fast goodness-of-fit tests based on the characteristic function," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 172-191.
    10. Philip Dörr & Bruno Ebner & Norbert Henze, 2021. "Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 456-501, June.
    11. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
    12. M. D. Jiménez-Gamero & A. Batsidis, 2017. "Minimum distance estimators for count data based on the probability generating function with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 503-545, July.
    13. Bojana Milošević & Marko Obradović, 2016. "New class of exponentiality tests based on U-empirical Laplace transform," Statistical Papers, Springer, vol. 57(4), pages 977-990, December.
    14. Jiménez-Gamero, M.D. & Alba-Fernández, M.V., 2021. "A test for the geometric distribution based on linear regression of order statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 186(C), pages 103-123.
    15. Néstor Aguilera & Liliana Forzani & Pedro Morin, 2011. "On uniform consistent estimators for convex regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 897-908.
    16. G. I. Rivas-Martínez & M. D. Jiménez-Gamero & J. L. Moreno-Rebollo, 2019. "A two-sample test for the error distribution in nonparametric regression based on the characteristic function," Statistical Papers, Springer, vol. 60(4), pages 1369-1395, August.
    17. Qiao, Wanli, 2021. "Extremes of locally stationary Gaussian and chi fields on manifolds," Stochastic Processes and their Applications, Elsevier, vol. 133(C), pages 166-192.
    18. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximation of suprema of empirical processes," CeMMAP working papers 44/12, Institute for Fiscal Studies.
    19. Enno Mammen, "undated". "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.
    20. Paul Deheuvels & David Mason, 2004. "General Asymptotic Confidence Bands Based on Kernel-type Function Estimators," Statistical Inference for Stochastic Processes, Springer, vol. 7(3), pages 225-277, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:112:y:2012:i:c:p:230-241. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.