Block external bootstrap in partially linear models with nonstationary strong mixing error terms

DOI10.2307/3316019zbMath1060.62051OpenAlexW2006038992MaRDI QIDQ4673112

Gemai Chen, Jin-hong You

Publication date: 29 April 2005

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

Full work available at URL: https://doi.org/10.2307/3316019

zbMATH Keywords

consistencynonstationarity\(\alpha\)-mixingpartially linear regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Cites Work

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• A bootstrap procedure in linear regression with nonstationary errors
• Large sample theory of the estimation of the error distribution for a semiparametric model
• On blocking rules for the bootstrap with dependent data
• Bootstrap approximation in a partially linear regression model

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