Large sample confidence regions based on subsamples under minimal assumptions
From MaRDI portal
Publication:1896250
DOI10.1214/aos/1176325770zbMath0828.62044WikidataQ29544197 ScholiaQ29544197MaRDI QIDQ1896250
Dimitris N. Politis, Joseph P. Romano
Publication date: 2 January 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325770
bootstrap; limit distribution; stationary time series; spectral density function; homogeneous random fields; approximate confidence limit; construction of confidence regions; jackknife histograms
62M40: Random fields; image analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G15: Nonparametric tolerance and confidence regions
Related Items
Incomplete U -statistics of permanent design, Bootstrap confidence intervals for the pareto index, Moderate deviations in subsampling distribution estimation, Subsampling, symmetrization, and robust interpolation, Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases, Large sample theory for statistics of stable moving averages, Bootstrap Methods for Time Series, Subsampling Continuous Parameter Random Fields and a Bernstein Inequality, TESTING FOR EXOGENEITY IN THRESHOLD MODELS, On estimation in binary autologistic spatial models, NORMALITY OF GENE EXPRESSION REVISITED, Large-sample inference in the general AR(1) model, Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator., Edgeworth expansions for Studentized statistics under weak dependence, Bootstrapping the empirical distribution function of a spatial process, Renewal type bootstrap for Markov chains, Regularization in statistics, Confidence intervals based on estimators with unknown rates of convergence, Resampling schemes with low resampling intensity and their applications in testing hypotheses, Comparison of time series using subsampling, Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods, Balancing type one and two errors in multiple testing for differential expression of genes, On bootstrapping periodic random arrays with increasing period, Confidence sets for split points in decision trees, An alternative to the \(m\) out of \(n\) bootstrap, A test for fractional cointegration using the sieve bootstrap, Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques, Detecting business cycle asymmetries using artificial neural networks and time series models, Bootstrapping an inhomogeneous point process, Comparison of two treatments and inconsistency of bootstrap, Using threshold autoregressive models to study dyadic interactions, \(K\)-sample subsampling in general spaces: the case of independent time series, Weak convergence of dependent empirical measures with application to subsampling in function spaces, On the bootstrap and the moving block bootstrap for the maximum of a stationary process, Efficiency and robustness in subsampling for dependent data, An overview of bootstrap methods for estimating and predicting in time series, On the subsample bootstrap variance estimation, Resampling: consistency of substitution estimators, On bootstrap estimation of the distribution of the Studentized mean, A modified bootstrap for autoregression without stationarity, Subsampling for heteroskedastic time series, An alternative bootstrap to moving blocks for time series regression models, M-estimation in linear models under nonstandard conditions., An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median, On optimal spatial subsample size for variance estimation, Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics, Superconsistent estimation and inference in structural econometric models using extreme order statistics., An Edgeworth expansion for symmetric finite population statistics, Bootstraps for time series, Resampling time series using missing values techniques, On the asymptotic accuracy of the bootstrap under arbitrary resampling size, Penalized log-likelihood estimation for partly linear transformation models with current status data, Computer-intensive rate estimation, diverging statistics and scanning, Additive risk model with case-cohort sampled current status data, Another approach to asymptotics and bootstrap of randomly trimmed means, Inference under right censoring for transformation models with a change-point based on a covariate threshold, Asymptotic expansions for sums of block-variables under weak dependence, VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES, Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities, Regeneration-based statistics for Harris recurrent Markov chains, Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data, Variance Estimation for Statistics Computed from Inhomogeneous Spatial Point Processes, Hybrid and Size-Corrected Subsampling Methods, On the relative performance of the block bootstrap for dependent data
