scientific article; zbMATH DE number 854583

MaRDI QIDQ4869555zbMATH OpenFDO

Authors Soumendra N. Lahiri

Publication date 22 April 1996

zbMATH Keywords

exact rate of approximationmoving block bootstrap procedurerate of normal approximationsample meansecond order correct approximationstudentized sample meanweakly dependent stationary data

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric robustness (62G35)

Recommendations

• Second-order correctness of the blockwise bootstrap for stationary observations
• Second order optimality of stationary bootstrap
• The Stationary Bootstrap

Cited in

(13)

• Control of the false discovery rate under dependence using the bootstrap and subsampling
• Edgeworth corrected pivotal statistics and the bootstrap
• The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations
• Second-order correctness of the blockwise bootstrap for stationary observations
• Subsampling for heteroskedastic time series
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
• Some properties of weakly approaching sequences of distributions
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
• On improving the robustness and reliability of Rao's score test
• Bootstrap confidence intervals in a switching regressions model
• Bootstrap methods for dependent data: a review
• Second order optimality of stationary bootstrap

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