Block bootstrap for dependent errors-in-variables

DOI10.1080/03610926.2015.1030423MaRDI QIDQ2979966zbMATH OpenOpenAlexFDO

Authors Michal Pešta

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1030423

zbMATH Keywords

block bootstrapdependent errorserrors-in-variables (EIV) modeltotal least squares (TLS)

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Recommendations

• Asymptotics for weakly dependent errors-in-variables
• Strongly consistent estimation in dependent errors-in-variables
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• Block external bootstrap in partially linear models with nonstationary strong mixing error terms
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Cites work

• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• An Analysis of the Total Least Squares Problem
• Basic properties of strong mixing conditions. A survey and some open questions
• Consistency of regression estimates when some variables are subject to error
• Estimation in a multivariate errors in variables regression model: Large sample results
• Non-strong mixing autoregressive processes
• On the asymptotic accuracy of Efron's bootstrap
• Strong law for mixing sequence
• The jackknife and the bootstrap for general stationary observations
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Total least squares and bootstrapping with applications in calibration
• Weakly approaching sequences of random distributions

Cited in

(7)

• Changepoint in dependent and non-stationary panels
• Non-asymptotic confidence regions for the parameters of EIV systems
• Total least squares and bootstrapping with applications in calibration
• Asymptotics for weakly dependent errors-in-variables
• A bootstrap procedure in linear regression with nonstationary errors
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Introducing model uncertainty by moving blocks bootstrap

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