Higher Order Bootstrap likelihood

Abstract

In this work, higher order optimal window width is used to generate bootstrap kernel density likelihood. A simulated study is conducted to compare the distributions of the higher order bootstrap likelihoods with the exact (empirical) bootstrap likelihood. Our results indicate that the optimal window width of orders 2 and 4 perform better than those of higher orders. The higher order kernels (≥ 6 ) provided window widths, which obscured the details of the distribution when the exact bootstrap likelihood was taken to be the true density.



Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 87-92