Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models

DOI10.1080/03610918.2014.894767zbMath1346.60004OpenAlexW2314351419MaRDI QIDQ2816753

Guangbao Guo, Lu Lin

Publication date: 25 August 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.894767

zbMATH Keywords

parallel bootstrapsmooth function modelssubsample length

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random matrices (probabilistic aspects) (60B20) Random operators and equations (aspects of stochastic analysis) (60H25) Random number generation in numerical analysis (65C10)

Cites Work

• Unnamed Item
• The wild bootstrap, tamed at last
• A smoothed least squares estimator for threshold regression models
• Schwarz methods for quasi stationary distributions of Markov chains
• Edgeworth expansions for Studentized statistics under weak dependence
• A note on the stationary bootstrap's variance
• User-friendly parallel computations with econometric examples
• \texttt{Snow}: A parallel computing framework for the R system
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Efficiency and robustness in resampling
• On the validity of the formal Edgeworth expansion
• Theoretical comparisons of block bootstrap methods
• The jackknife and the bootstrap for general stationary observations
• The local bootstrap for Markov processes
• Bootstraps for time series
• On Hoeffding's inequalities.
• Asymptotic expansions for sums of block-variables under weak dependence
• Schwarz Methods for Quasi-Likelihood in Generalized Linear Models
• Schwarz Method for Penalized Quasi-Likelihood in Generalized Additive Models
• Automatic Block-Length Selection for the Dependent Bootstrap
• Bootstrap Methods for Time Series
• On blocking rules for the bootstrap with dependent data
• Pivotal Bootstrap Methods fork-Sample Problems in Directional Statistics and Shape Analysis
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
• Bootstrap Methods
• Bootstrap Unit Root Tests
• Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
• the Block-Block Bootstrap: Improved Asymptotic Refinements
• Impact of bootstrap on the estimating functions
• On the impact of bootstrap in survey sampling and small-area estimation
• The bootstrap in econometrics
• The impact of bootstrap methods on time series analysis

This page was built for publication: Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models