Some studies of the bootstrap have assessed the effect of smoothing the estimated distribution that is resampled, a process usually known as the smoothed bootstrap. Generally, the smoothed ...

The problem of selecting the bandwidth of a kernel regression estimator when the observed data are serially correlated is considered. The bandwidth is selected by using a version of cross-validation ...

A kernel estimator uses an explicitly defined set of weights at each point x to produce the estimate at x. The kernel estimator of f has the form where W is the weight function that depends on the ...

A kernel estimator uses an explicitly defined set of weights at each point x to produce the estimate at x. The kernel estimator of f has the form where W is the weight function that depends on the ...