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Local bootstrap

โœ Scribed by Sheng G. Shi


Book ID
104629837
Publisher
Springer Japan
Year
1991
Tongue
English
Weight
466 KB
Volume
43
Category
Article
ISSN
0020-3157

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โœฆ Synopsis


The local bootstrap method draws bootstrap samples from a neighborhood of each data point. Unlike the common bootstrap, it is especially useful for heteroscedastic data. This paper considers local bootstrap of y for a data set {(x~, y~)} with the neighborhood defined by the window in a kernel regression model. It shows that for each x, the bootstrap distribution and moments converge almost surely to the true distribution and moments of y respectively, and this convergence is also uniform in x within the data set.


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