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Kernel estimations for multivariate density functional with bootstrap. (English) Zbl 1402.62063
Summary: In this article the bootstrap method is discussed for the kernel estimation of the multivariate density function. We have considered sample mean functional and constructed its consistency and asymptotic normality by bootstrap estimator. It has been shown that the bootstrap works for kernel estimates of multivariate density functional. The convergence rate with bootstrap for density has been proved. Finally, two simulations of application are given.
MSC:
62G07 Density estimation
62H12 Estimation in multivariate analysis
62G09 Nonparametric statistical resampling methods
62G20 Asymptotic properties of nonparametric inference
Software:
feature; KernSmooth; sm
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