Large sample confidence regions based on subsamples under minimal assumptions

DOI10.1214/aos/1176325770zbMath0828.62044OpenAlexW2122643824WikidataQ29544197 ScholiaQ29544197MaRDI QIDQ1896250

Joseph P. Romano, Dimitris N. Politis

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

zbMATH Keywords

bootstraplimit distributionstationary time seriesspectral density functionhomogeneous random fieldsapproximate confidence limitconstruction of confidence regionsjackknife histograms

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items

An Edgeworth expansion for symmetric finite population statistics, Bootstraps for time series, A fast subsampling method for nonlinear dynamic models, Inference for time-varying lead-lag relationships from ultra-high-frequency data, Resampling time series using missing values techniques, On the asymptotic accuracy of the bootstrap under arbitrary resampling size, A goodness-of-fit test for ARCH(\(\infty\)) models, Penalized log-likelihood estimation for partly linear transformation models with current status data, Identification and estimation of statistical functionals using incomplete data, Edgeworth expansions for Studentized statistics under weak dependence, Resampling: consistency of substitution estimators, On bootstrap estimation of the distribution of the Studentized mean, A modified bootstrap for autoregression without stationarity, Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data, Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness, Bias expansion of spatial statistics and approximation of differenced lattice point counts, Subsampling for heteroskedastic time series, Testing for the presence of jump components in jump diffusion models, Stability, Function-based hypothesis testing in censored two-sample location-scale models, Nonparametric estimation of a convex bathtub-shaped hazard function, Bootstrapping the empirical distribution function of a spatial process, Renewal type bootstrap for Markov chains, Regularization in statistics, Frequency domain bootstrap for the fractional cointegration regression, On the low intensity bootstrap for triangular arrays of independent identically distributed random variables, Causal mediation analysis in the presence of a misclassified binary exposure, Testing for spatial isotropy under general designs, Gap bootstrap methods for massive data sets with an application to transportation engineering, Models as approximations. I. Consequences illustrated with linear regression, Models as approximations. II. A model-free theory of parametric regression, Inference for modulated stationary processes, On the asymptotic distribution of (generalized) Lorenz transvariation measures, Stronger instruments via integer programming in an observational study of late preterm birth outcomes, An alternative bootstrap to moving blocks for time series regression models, Subsampling the distribution of diverging statistics with applications to finance, Data-based decision rules about the convexity of the support of a distribution, Resampling methods for spatial regression models under a class of stochastic designs, On variance estimation in a negative binomial time series regression model, An empirical likelihood method for spatial regression, A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics, Hypothesis testing for high-dimensional time series via self-normalization, A general approach to the joint asymptotic analysis of statistics from sub-samples, M-estimation in linear models under nonstandard conditions., Convergence rates of empirical block length selectors for block bootstrap, A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models, A nonlinear panel data model of cross-sectional dependence, Subsampling for continuous-time almost periodically correlated processes, Bootstrap -- an exploration, Convolved subsampling estimation with applications to block bootstrap, Adaptive estimation of the threshold point in threshold regression, Inference from high-frequency data: a subsampling approach, 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, Higher-order accuracy of multiscale-double bootstrap for testing regions, Empirical likelihood block bootstrapping, Subsampling high frequency data, On bootstrapping periodic random arrays with increasing period, Subsampling weakly dependent time series and application to extremes, Subsampling methods for genomic inference, On optimal spatial subsample size for variance estimation, On resampling and uncertainty estimation in linear system identification, A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods, Subsampling (weighted smooth) empirical copula processes, Subsampling \(p\)-values, Second order concentration via logarithmic Sobolev inequalities, On inference validity of weighted U-statistics under data heterogeneity, Confidence sets for split points in decision trees, Applications of subsampling, hybrid, and size-correction methods, Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification, Robust subsampling, Likelihood estimation and inference in threshold regression, An alternative to the \(m\) out of \(n\) bootstrap, Non-standard inference for augmented double autoregressive models with null volatility coefficients, Willem van Zwet's research, 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, Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap, Quantile regression approach to conditional mode estimation, Bootstrapping an inhomogeneous point process, Comparison of two treatments and inconsistency of bootstrap, An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median, Using threshold autoregressive models to study dyadic interactions, Weak convergence of dependent empirical measures with application to subsampling in function spaces, \(K\)-sample subsampling in general spaces: the case of independent time series, 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, Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics, On the subsample bootstrap variance estimation, Superconsistent estimation and inference in structural econometric models using extreme order statistics., On optimal block resampling for Gaussian-subordinated long-range dependent processes, A general approach to categorizing a continuous scale according to an ordinal outcome, Multivariate generalized linear-statistics of short range dependent data, A bootstrap causality test for covariance stationary processes, Subsampling inference in threshold autoregressive models, On estimation in binary autologistic spatial models, Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators, A nonparametric test of a strong leverage hypothesis, Subsampling, symmetrization, and robust interpolation, NORMALITY OF GENE EXPRESSION REVISITED, Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases, VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES, 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, Efficient pairwise composite likelihood estimation for spatial-clustered data, Optimal threshold determination based on the mean excess plot, Large sample theory for statistics of stable moving averages, Wild Bootstrap of the Sample Mean in the Infinite Variance Case, Bootstrap Methods for Time Series, Disentangling moral hazard and adverse selection in private health insurance, Simulation and application of subsampling for threshold autoregressive moving-average models, BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES, Subsampling to Enhance Efficiency in Input Uncertainty Quantification, Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation, Rank-based change-point analysis for long-range dependent time series, Optimal subsampling for large‐sample quantile regression with massive data, Bootstrap choice of non-nested autoregressive model with non-normal innovations, Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function, Bootstrap inference for a class of non-regular estimators, Testing for the presence of treatment effect under selection on observables, AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL, Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas, Scaling by subsampling for big data, with applications to statistical learning, Joint production in stochastic non-parametric envelopment of data with firm-specific directions, A class of bootstrap tests on the tail index, Limit theorems for entropic optimal transport maps and Sinkhorn divergence, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, Maximum likelihood estimation of stochastic frontier models with endogeneity, Mediation Analysis with Multiple Mediators, Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data, ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION, Computer-intensive rate estimation, diverging statistics and scanning, Additive risk model with case-cohort sampled current status data, Robust Inference Using Inverse Probability Weighting, Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences, ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP, Large-sample inference in the general AR(1) model, TESTING FOR EXOGENEITY IN THRESHOLD MODELS, Subsampling Continuous Parameter Random Fields and a Bernstein Inequality, Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data, Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator., Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting, A short prehistory of the bootstrap, The impact of bootstrap methods on time series analysis, A goodness-of-fit test for ARCH(\(\infty\)) models, Subsampling versus bootstrapping in resampling-based model selection for multivariable regression, Pitfalls of hypothesis tests and model selection on bootstrap samples: Causes and consequences in biometrical applications, Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects, Hermite expansion and estimation of monotonic transformations of Gaussian data, Variance Estimation for Statistics Computed from Inhomogeneous Spatial Point Processes, Hybrid and Size-Corrected Subsampling Methods, Bootstrap forU-statistics: a new approach, Incomplete U -statistics of permanent design, 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, The Dependent Random Weighting, Bootstrap confidence intervals for the pareto index, On the relative performance of the block bootstrap for dependent data, The lower regression function and testing expectation dependence dominance hypotheses, Another approach to asymptotics and bootstrap of randomly trimmed means, Improving the Power of Tests of Stochastic Dominance, Goodness-of-fit test based on information criterion for interval censored data, Moderate deviations in subsampling distribution estimation