Theoretical comparisons of block bootstrap methods (Q1807163): Difference between revisions

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+https://doi.org/10.1214/aos/1018031117
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+W2068257608
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+Q5841817
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+On the validity of the formal Edgeworth expansion
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+Blockwise bootstrapped empirical process for stationary sequences
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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Matched-block bootstrap for dependent data
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+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+Resampling a coverage pattern
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+The bootstrap and Edgeworth expansion
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+On blocking rules for the bootstrap with dependent data
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+On density estimation in the view of Kolmogorov's ideas in approximation theory
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+The jackknife and the bootstrap for general stationary observations
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+Second order optimality of stationary bootstrap
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+On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Bootstrapping the sample means for stationary mixing sequences
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