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bootstrapping the density: bias from parametric bootstrap of polynomial fit of binned frequencies
Bootstrap examples for density estimation usually start with resampling from the empirical distribution of the "micro data", e.g. here on Normal Deviate talking about confidence intervals for ...
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3
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How to calculate confidence intervals using subsampling after a nonparametric estimator about the empirical distribution function?
I have a problem where I think subsampling is more appropriate than the bootstrap. (Reason in another post.)
However, I found no quick reference on subsampling CIs, and my naive inversion of the ...
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3
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Is excess mass estimation smooth enough to bootstrap? At what rate might a bunching estimator converge?
The recent public finance literature often estimates relative excess mass around specific points of the earnings distribution ("kink points" or "notches" of tax schedules, say), and then bootstraps to ...
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