Autori
De Martini, Daniele
Rapallo, Fabio

Titolo
On multivariate smoothed bootstrap consistency.
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2005 - Volume: 05 - Fascicolo: 93 - Pagina iniziale: 1 - Pagina finale: 15

This paper deals with the convergence in Mallows metric of classical multivari-ate kernel distribution function estimators. Moreover, in order to obtain a better fitting of the unknown distribution function* F, a new locally orientated kernel smooth estimator, which also converges to F in Mallows metric, is introduced. It follows the consistency of smoothed bootstrap for regular functions of the vector mean, which could improve classical bootstrap performances. Two simple simulation studies show the improvements of the smoothed versions of the bootstrap with respect to the classical one.




Esportazione dati in Refworks (solo per utenti abilitati)