On optimal spatial subsample size for variance estimation
From MaRDI portal
Publication:1766124
DOI10.1214/009053604000000779zbMath1056.62055arXivmath/0503671OpenAlexW2142093123MaRDI QIDQ1766124
Daniel J. Nordman, Soumendra Nath Lahiri
Publication date: 28 February 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503671
Random fields (60G60) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Nonparametric statistical resampling methods (62G09)
Related Items (16)
Bias expansion of spatial statistics and approximation of differenced lattice point counts ⋮ Bootstrapping the empirical distribution function of a spatial process ⋮ Scalable semiparametric spatio-temporal regression for large data analysis ⋮ Computation of lacunarity from covariance of spatial binary maps ⋮ Resampling methods for spatial regression models under a class of stochastic designs ⋮ An empirical likelihood method for spatial regression ⋮ A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics ⋮ Self‐normalization for Spatial Data ⋮ Subsampling weakly dependent time series and application to extremes ⋮ On optimal spatial subsample size for variance estimation ⋮ Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data ⋮ Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap ⋮ Frequency domain bootstrap methods for random fields ⋮ Bootstrapping an inhomogeneous point process ⋮ The Dependent Random Weighting ⋮ A frequency domain empirical likelihood method for irregularly spaced spatial data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
- A caution on mixing conditions for random fields
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- On the central limit theorem for stationary mixing random fields
- On the sample variance of linear statistics derived from mixing sequences
- Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
- Subsampling
- Mixing: Properties and examples
- Nonparametric resampling for homogeneous strong mixing random fields
- Geometry of \(\mathbb{Z}^ d\) and the central limit theorem for weakly dependent random fields
- Block length selection in the bootstrap for time series
- On optimal spatial subsample size for variance estimation
- Theoretical comparisons of block bootstrap methods
- The jackknife and the bootstrap for general stationary observations
- Large sample confidence regions based on subsamples under minimal assumptions
- Moment Estimation for Statistics from Marked Point Processes
- Bootstrap Technology and Applications
- Exponential Sums and Lattice Points II
- Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- On Sample Reuse Methods for Spatial Data
- An Algorithm for Simulating Stationary Gaussian Random Fields
- On blocking rules for the bootstrap with dependent data
- Subsampling and model selection in time series analysis
- The bootstrap and Edgeworth expansion
This page was built for publication: On optimal spatial subsample size for variance estimation
