Assessing the error in bootstrap estimates with dependent data

DOI10.1007/BF02595746MaRDI QIDQ5936983zbMATH OpenOpenAlexFDO

Authors Mohamed Mahmoud, N. A. Mokhlis, Sahar A. N. Ibrahim

Publication date 12 July 2001

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595746

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 409718 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• scientific article; zbMATH DE number 854587 (Why is no real title available?)
• On blocking rules for the bootstrap with dependent data
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Describes a project that uses

Uses Software

• bootstrap

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