Block bootstrap for dependent errors-in-variables

DOI10.1080/03610926.2015.1030423zbMath1458.62143OpenAlexW2330335633MaRDI QIDQ2979966

Michal Pešta

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1030423

zbMATH Keywords

block bootstrapdependent errorserrors-in-variables (EIV) modeltotal least squares (TLS)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Changepoint in dependent and non-stationary panels ⋮ Non-asymptotic confidence regions for the parameters of EIV systems

Cites Work

• An Analysis of the Total Least Squares Problem
• Basic properties of strong mixing conditions. A survey and some open questions
• On the asymptotic accuracy of Efron's bootstrap
• Estimation in a multivariate errors in variables regression model: Large sample results
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• The jackknife and the bootstrap for general stationary observations
• Strong law for mixing sequence
• Total least squares and bootstrapping with applications in calibration
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Non-strong mixing autoregressive processes
• Consistency of regression estimates when some variables are subject to error
• Weakly approaching sequences of random distributions

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