Double block bootstrap confidence intervals for dependent data

DOI10.1093/BIOMET/ASP018MaRDI QIDQ3633164zbMATH OpenOpenAlexFDO

Authors

Publication date 17 June 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asp018

zbMATH Keywords

\(p\)-valuecoverage calibrationdouble block bootstrapStudentizationweakly dependent

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(9)

• A resampling approach for confidence intervals in linear time-series models after model selection
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• On construction of confidence intervals for a mean of dependent data
• Bootstrap confidence intervals for conditional density function in Markov processes
• Block bootstrap calibration with application to the fire weather index
• scientific article; zbMATH DE number 6722873 (Why is no real title available?)
• Improved nonparametric confidence intervals in time series regressions
• Mean-variance portfolio management with functional optimization
• AR-sieve bootstrap for high-dimensional time series

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