Extended tapered block bootstrap

MaRDI QIDQ3561145zbMATH OpenFDO

Authors Xiaofeng Shao

Publication date 25 May 2010

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J20N2/J20N218/J20N218.html

zbMATH Keywords

block bootstrapempirical measureinfluence functionlag window estimatortaperingvariance estimation

Mathematics Subject Classification ID

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

Recommendations

• Tapered block bootstrap
• The tapered block bootstrap for general statistics from stationary sequences
• The dependent wild bootstrap
• Block Bootstraps for Time Series With Fixed Regressors
• Tapered block bootstrap for unit root testing

Cited in

(10)

• A smooth block bootstrap for quantile regression with time series
• Autoregressive wild bootstrap inference for nonparametric trends
• Tapered block bootstrap
• The tapered block bootstrap for general statistics from stationary sequences
• Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
• The dependent random weighting
• A smooth block bootstrap for statistical functionals and time series
• Discussion on: ``Bootstrap methods for dependent data: a review
• Permutation-based inference for function-on-scalar regression with an application in PET brain imaging
• Bootstrap methods for dependent data: a review

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