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The Local Bootstrap for Kernel Estimators under General Dependence Conditions

  • Efstathios Paparoditis
  • Dimitris Politis
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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1023/A:1004193117918
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    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 52 (2000)
    Issue (Month): 1 (March)
    Pages: 139-159

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    Handle: RePEc:spr:aistmt:v:52:y:2000:i:1:p:139-159
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    1. Sheng Shi, 1991. "Local bootstrap," Annals of the Institute of Statistical Mathematics, Springer, vol. 43(4), pages 667-676, December.
    2. Neumann, Michael H., 1997. "On robustness of model-based bootstrap schemes in nonparametric time series analysis," SFB 373 Discussion Papers 1997,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    3. Masry, Elias & Tjøstheim, Dag, 1995. "Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality," Econometric Theory, Cambridge University Press, vol. 11(02), pages 258-289, February.
    4. M. Rajarshi, 1990. "Bootstrap in Markov-sequences based on estimates of transition density," Annals of the Institute of Statistical Mathematics, Springer, vol. 42(2), pages 253-268, June.
    5. Joseph Romano, 1988. "Bootstrapping the mode," Annals of the Institute of Statistical Mathematics, Springer, vol. 40(3), pages 565-586, September.
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