Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817): Difference between revisions

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scientific article; zbMATH DE number 6867964

Language	Label	Description	Also known as
English	Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences	scientific article; zbMATH DE number 6867964

Statements

instance of

scholarly article

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title

Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (English)

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Australian & New Zealand Journal of Statistics

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publication date

11 May 2018

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full work available at URL

http://hdl.handle.net/10044/1/50036

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zbMATH Keywords

asymptotics

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nonsmooth functional

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resampling

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strong mixing

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subsampling

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MaRDI profile type

MaRDI publication profile

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cites work

Q3739966

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Blockwise bootstrapped empirical process for stationary sequences

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Block length selection in the bootstrap for time series

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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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Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order

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Probabilistic Properties of Stochastic Volatility Models

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ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA

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Nonlinear time series. Nonparametric and parametric methods

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Second-order correctness of the blockwise bootstrap for stationary observations

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A Smooth Block Bootstrap for Statistical Functionals and Time Series

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Resampling a coverage pattern

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A short prehistory of the bootstrap

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Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

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Q4715597

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On blocking rules for the bootstrap with dependent data

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Q4225474

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The jackknife and the bootstrap for general stationary observations

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Q4869555

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On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models

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Theoretical comparisons of block bootstrap methods

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Resampling methods for dependent data

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A Berry-Esseen theorem for sample quantiles under weak dependence

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Q4869557

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Validity of blockwise bootstrap for empirical processes with stationary observations

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Large sample confidence regions based on subsamples under minimal assumptions

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Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data

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On the accuracy of bootstrapping sample quantiles of strongly mixing sequences

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Identifiers

DOI

10.1111/anzs.12206

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4639817

@@ Property / author @@
-Todd A. Kuffner
@@ Property / author: Todd A. Kuffner / rank @@
-Normal rank
@@ Property / author @@
+Todd A. Kuffner
@@ Property / author: Todd A. Kuffner / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2775208381
@@ Property / OpenAlex ID: W2775208381 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3739966
@@ Property / cites work: Q3739966 / rank @@
+Normal rank
@@ Property / cites work @@
+Blockwise bootstrapped empirical process for stationary sequences
+Normal rank
@@ Property / cites work @@
+Block length selection in the bootstrap for time series
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+Matched-block bootstrap for dependent data
@@ Property / cites work: Matched-block bootstrap for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
+Normal rank
@@ Property / cites work @@
+Probabilistic Properties of Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Second-order correctness of the blockwise bootstrap for stationary observations
+Normal rank
@@ Property / cites work @@
+A Smooth Block Bootstrap for Statistical Functionals and Time Series
+Normal rank
@@ Property / cites work @@
+Resampling a coverage pattern
@@ Property / cites work: Resampling a coverage pattern / rank @@
+Normal rank
@@ Property / cites work @@
+A short prehistory of the bootstrap
@@ Property / cites work: A short prehistory of the bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
+Normal rank
@@ Property / cites work @@
+Q4715597
@@ Property / cites work: Q4715597 / rank @@
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Q4225474
@@ Property / cites work: Q4225474 / rank @@
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Q4869555
@@ Property / cites work: Q4869555 / rank @@
+Normal rank
@@ Property / cites work @@
+On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
+Normal rank
@@ Property / cites work @@
+Theoretical comparisons of block bootstrap methods
+Normal rank
@@ Property / cites work @@
+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+A Berry-Esseen theorem for sample quantiles under weak dependence
+Normal rank
@@ Property / cites work @@
+Q4869557
@@ Property / cites work: Q4869557 / rank @@
+Normal rank
@@ Property / cites work @@
+Validity of blockwise bootstrap for empirical processes with stationary observations
+Normal rank
@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
+Normal rank
@@ Property / cites work @@
+Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
+Normal rank
@@ Property / cites work @@
+On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
+Normal rank