Extensions of the Markov chain marginal bootstrap

DOI10.1016/J.SPL.2007.03.010zbMATH Open1331.62183OpenAlexW1966976766MaRDI QIDQ2643036FDOQ2643036

Authors: Masha Kocherginsky, Xuming He 

Publication date: 23 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.010

Recommendations

• Markov Chain Marginal Bootstrap
• scientific article; zbMATH DE number 774826
• scientific article; zbMATH DE number 1089169
• Regeneration-based bootstrap for Markov chains
• Bootstrap and Bayesian bootstrap clones for censored Markov chains

zbMATH Keywords

bootstrapconfidence intervalsnonlinear regressiontransformationgeneral estimating equations

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bootstrap, jackknife and other resampling methods (62F40) Parametric tolerance and confidence regions (62F25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Regression Quantiles
• Title not available (Why is that?)
• Robust Estimation of a Location Parameter
• Markov Chain Marginal Bootstrap
• A note on bootstrapping the sample median
• Title not available (Why is that?)
• A bootstrap based on the estimating equations of the linear model
• Title not available (Why is that?)
• Extensions of the Markov chain marginal bootstrap

Cited In (4)

• Asset allocation strategies based on penalized quantile regression
• Small sample performance of quantile regression confidence intervals
• Markov Chain Marginal Bootstrap
• Extensions of the Markov chain marginal bootstrap

Uses Software

• bootlib

This page was built for publication: Extensions of the Markov chain marginal bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2643036)