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

DOI10.2307/3316014MaRDI QIDQ4546740zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• scientific article; zbMATH DE number 946666 (Why is no real title available?)
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• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• Large sample confidence regions based on subsamples under minimal assumptions
• Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
• On Subsampling Estimators with Unknown Rate of Convergence
• On the asymptotic properties of the jackknife histogram
• On the validity of the formal Edgeworth expansion
• Resampling a coverage pattern
• Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
• The bootstrap and Edgeworth expansion
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• The weighted bootstrap

Cited in

(15)

• The impact of bootstrap methods on time series analysis
• 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
• On the asymptotic theory of subsampling
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• 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

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