The Local Bootstrap for Kernel Estimators under General Dependence Conditions

By Efstathios Paparoditis, Dimitris Nicolas Politis. 2000

81 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/955d305a020ab9e51f128726096d6d7ce5a77d9d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

In Statistics and Probability

Citations in the corpus

Bootstrap Methods for Time Series (2003, methodology): “A local bootstrap approach to kernel estimation for dependent observations is suggested and investigated in Paparoditis and Politis (2000).”
Testing Conditional Independence Via Empirical Likelihood (2014, background): “Motivated by Paparoditis and Politis (2000), Su and White (2008) propose a smoothed local bootstrap procedure for testing CI. Simply put, we obtain the bootstrap resamples {X∗ t , Y ∗ t , Z ∗ t } n t=1 in two steps: (i) Draw a bootstrap sample {X∗ t }nt=1 from the estimated kernel density f̃b (x) = ”
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (2011, methodology): “To overcome this problem, we use Paparoditis and Politis (2000) smoothed nonparametric conditional density bootstrap procedure to more accurately approximate the nite-sample null distribution of M̂:7 The basic idea is to use a smoothed nonparametric transition density estimator (under H0) to gener”
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (2008, background): “It is easy to verify that U∗n,1 = Op (1) and U∗n,3 = Op ¡ n−1/2h−d/2 ¢ = op (1) following the proof of Lemma 5.2 in Paparoditis and Politis (2000).”
Weak dependence beyond mixing and asymptotics for nonparametric regression (2002, methodology): “1 for φ(x)= x (s = 1,2,3,4) in [24] follows from our Theorem 3(ii); see also Remark 5.”
Testing conditional independence using maximal nonlinear conditional correlation (2010, methodology): “The local bootstrap procedure used here is the same as the one proposed by Paparoditis and Politis [8] except that here the Zi’s are not lagged variables.”
INFERENCE FOR SEMIPARAMETRIC MODELS: SOME QUESTIONS AND AN ANSWER (2001, background): “Semiparametric versions have been proposed by Kreiss and Franke (1992), Bickel and Bühlmann (1999), Rajarshi (1990), Paparoditis and Politis (1997), and others.”