Balanced resampling for bootstrapping finite state markov chains

DOI10.1080/03610919708813450zbMATH Open0925.62360OpenAlexW2039205183MaRDI QIDQ4387629FDOQ4387629

Authors:

Publication date: 13 May 1998

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813450

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zbMATH Keywords

bootstrapMarkov chainstationary distributiontransition probabilitybalanced resamplinguniform resampling

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Asymptotic bootstrap validity for finite markov chains
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Bootstrapping Markov chains: Countable case
• Efficient Bootstrap Simulation
• Asymptotic normality and efficiency for certain goodness-of-fit tests
• Performance of balanced bootstrap resampling in distribution function and quantile problems

Cited In (3)

• Fast approximately balanced bootstrap without construction
• Balanced importance resampling for Markov chains
• Balanced bootstrap resampling method for neural model selection

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