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Optimizing the smoothed bootstrap

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  • Suojin Wang

Abstract

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Suggested Citation

  • Suojin Wang, 1995. "Optimizing the smoothed bootstrap," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 65-80, January.
  • Handle: RePEc:spr:aistmt:v:47:y:1995:i:1:p:65-80
    DOI: 10.1007/BF00773412
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    File URL: http://hdl.handle.net/10.1007/BF00773412
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    References listed on IDEAS

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    1. Jones, M. C., 1991. "On correcting for variance inflation in kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 3-15, January.
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    Cited by:

    1. Hotta, Luiz & TrucĂ­os, Carlos & Ruiz, Esther, 2015. "Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws1523, Universidad Carlos III de Madrid. Departamento de EstadĂ­stica.

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