Another look at the disjoint blocks bootstrap

DOI10.1007/S11749-007-0091-5zbMATH Open1203.62073OpenAlexW2004295192MaRDI QIDQ619092FDOQ619092

Dragan Radulović

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0091-5

Recommendations

• Block bootstrap consistency under weak assumptions
• Theoretical comparisons of block bootstrap methods
• Validity of blockwise bootstrap for empirical processes with stationary observations
• On the blockwise bootstrap for empirical processes for stationary sequences
• The bootstrap of the mean for strong mixing sequences under minimal conditions

zbMATH Keywords

time seriesdependenceempirical processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• The jackknife and the bootstrap for general stationary observations
• Resampling methods for dependent data
• The Stationary Bootstrap
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
• Bootstrapping general empirical measures
• Uniform Central Limit Theorems
• Title not available (Why is that?)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• On the blockwise bootstrap for empirical processes for stationary sequences
• Blockwise bootstrapped empirical process for stationary sequences
• Invariance principles for absolutely regular empirical processes
• The bootstrap for empirical processes based on stationary observations
• The blockwise bootstrap for general empirical processes of stationary sequences
• Second-order correctness of the blockwise bootstrap for stationary observations
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• Families of distributions arising from distributions of order statistics
• The local bootstrap for Markov processes
• Title not available (Why is that?)
• Variable length Markov chains
• ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES

Cited In (6)

• Bootstrapping the empirical distribution of a linear process
• Bootstrapping the empirical distribution of a stationary process with change-point
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence
• Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes
• A general approach to the joint asymptotic analysis of statistics from sub-samples
• Change-point detection and bootstrap for Hilbert space valued random fields

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