A smooth bootstrap method is used to find an estimator of the mean integrated squared error in density estimation. This provides a natural bootstrap selector for the bandwidth. Some rates of convergence and limit distributions are presented for this new selector as well as for some modification of it. © 1993 Academic Press Inc.
CITATION STYLE
Cao, R. (1993). Bootstrapping the mean integrated squared error. Journal of Multivariate Analysis, 45(1), 137–160. https://doi.org/10.1006/jmva.1993.1030
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