On the relative performance of the block bootstrap for dependent data
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Publication:4226835
DOI10.1080/03610929708831984zbMATH Open1127.62333OpenAlexW1993833325MaRDI QIDQ4226835FDOQ4226835
Authors: Bing-Yi Jing 
Publication date: 23 February 1999
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929708831984
Cites Work
- Edgeworth correction by bootstrap in autoregressions
- On the asymptotic accuracy of Efron's bootstrap
- On bootstrapping two-stage least-squares estimates in stationary linear models
- On blocking rules for the bootstrap with dependent data
- Some asymptotic theory for the bootstrap
- Large sample confidence regions based on subsamples under minimal assumptions
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Asymptotic expansions for sums of weakly dependent random vectors
- ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- On the bootstrap saddlepoint approximations
- Second order optimality of stationary bootstrap
- Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
- Robust interval estimation of the innovation variance of an ARMA model
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