Bootstrapping the sample quantile of a weakly dependent sequence
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Publication:3580561
zbMATH Open1193.62076MaRDI QIDQ3580561FDOQ3580561
Authors: Shuxia Sun, Soumendra N. Lahiri 
Publication date: 13 August 2010
Recommendations
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
- Block bootstrap consistency under weak assumptions
- scientific article; zbMATH DE number 1313662
Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Inequalities; stochastic orderings (60E15)
Cited In (17)
- Multivariate generalized linear-statistics of short range dependent data
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- A Berry-Esseen theorem for sample quantiles under weak dependence
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
- A note on bootstrapping the variance of sample quantile
- Estimating transformation function
- A quantile-based test for symmetry of weakly dependent processes
- Dependent wild bootstrap for the empirical process
- Quantilograms under strong dependence
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
- Bootstrapping sample quantiles of discrete data
- A statistical analysis of noisy crowdsourced weather data
- Tests for scale changes based on pairwise differences
- Limit theorems for a correlated moving window model
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
- A smooth block bootstrap for quantile regression with time series
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