On the relative performance of the block bootstrap for dependent data

DOI10.1080/03610929708831984MaRDI QIDQ4226835zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09)

Cites work

• Asymptotic expansions for sums of weakly dependent random vectors
• Edgeworth correction by bootstrap in autoregressions
• Large sample confidence regions based on subsamples under minimal assumptions
• Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
• ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
• On blocking rules for the bootstrap with dependent data
• On bootstrapping two-stage least-squares estimates in stationary linear models
• On the asymptotic accuracy of Efron's bootstrap
• On the bootstrap saddlepoint approximations
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• Robust interval estimation of the innovation variance of an ARMA model
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• Second order optimality of stationary bootstrap
• Some asymptotic theory for the bootstrap
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(3)

• Moderate deviations in subsampling distribution estimation
• An urn-based Bayesian block bootstrap
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting

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