caa a22 4500 475826582 CHVBK 20180406123830.0 cr unu---uuuuu 170329e20000301xx s 000 0 eng 10.1023/A:1004193117918 doi (NATIONALLICENCE)springer-10.1023/A:1004193117918 The Local Bootstrap for Kernel Estimators under General Dependence Conditions [Elektronische Daten] [Efstathios Paparoditis, Dimitris Politis] We consider the problem of estimating the distribution of a nonparametric (kernel) estimator of the conditional expectation g(x; φ) = E(φ(X t+1) | Y t,m = x) of a strictly stationary stochastic process {X t , t ≥ 1}. In this notation φ(·) is a real-valued Borel function and Y t,m a segment of lagged values, i.e., Yt,m=(Xt-i 1,Xt-i 2,...,Xt-i m), where the integers i i , satisfy 0 ≤ i1<i2...<im∞>. We show that under a fairly weak set of conditions on {X t , t ≥ 1}, an appropriately designed and simple bootstrap procedure that correctly imitates the conditional distribution of X t+1 given the selective past Y t,m , approximates correctly the distribution of the class of nonparametric estimators considered. The procedure proposed is entirely nonparametric, its main dependence assumption refers to a strongly mixing process with a polynomial decrease of the mixing rate and it is not based on any particular assumptions on the model structure generating the observations. The Institute of Statistical Mathematics, 2000 Resampling nationallicence confidence intervals nationallicence dependence nationallicence nonparametric estimators nationallicence Paparoditis Efstathios Department of Mathematics and Statistics, University of Cyprus, P.O. Box 537, CY-1678, Nicosia, Cyprus aut Politis Dimitris Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept 0112, 92093-0112, La Jolla, CA, U.S.A. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/1(2000-03-01), 139-159 0020-3157 52:1<139 2000 52 10463 https://doi.org/10.1023/A:1004193117918 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004193117918 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Paparoditis Efstathios Department of Mathematics and Statistics, University of Cyprus, P.O. Box 537, CY-1678, Nicosia, Cyprus aut NATIONALLICENCE 700 1- Politis Dimitris Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept 0112, 92093-0112, La Jolla, CA, U.S.A aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/1(2000-03-01), 139-159 0020-3157 52:1<139 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer