Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences

DOI10.1111/anzs.12206MaRDI QIDQ4639817

Stephen M. S. Lee, G. Alastair Young, Todd A. Kuffner

Publication date: 11 May 2018

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/50036

zbMATH Keywords

asymptotics; resampling; strong mixing; subsampling; nonsmooth functional

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

62F40: Bootstrap, jackknife and other resampling methods

62G09: Nonparametric statistical resampling methods