Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases

DOI10.2307/3316014zbMATH Open0998.62078OpenAlexW1983751776MaRDI QIDQ4546740FDOQ4546740

Authors: Patrice Bertail, Dimitris Politis 

Publication date: 28 November 2002

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316014

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zbMATH Keywords

bootstrapinterpolationARMA processessubsamplingextrapolationconfidence limitslarge sample inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Bootstrap methods: another look at the jackknife
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• The weighted bootstrap
• Large sample confidence regions based on subsamples under minimal assumptions
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• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
• On the asymptotic properties of the jackknife histogram
• On Subsampling Estimators with Unknown Rate of Convergence
• Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
• Resampling a coverage pattern
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• Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
• An Edgeworth expansion for finite-population \(U\)-statistics
• An improvement of the jackknife distribution function estimator
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases

Cited In (15)

• Regeneration-based statistics for Harris recurrent Markov chains
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
• Subsampling weakly dependent time series and application to extremes
• Scaling by subsampling for big data, with applications to statistical learning
• Large sample confidence regions based on subsamples under minimal assumptions
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• On the asymptotic theory of subsampling
• Large sample inference for irregularly spaced dependent observations based on subsampling.
• Subsampling, symmetrization, and robust interpolation
• Measuring the algorithmic convergence of randomized ensembles: the regression setting
• Stable and bias-corrected estimation for nonparametric regression models
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index
• The impact of bootstrap methods on time series analysis

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