Another look at the disjoint blocks bootstrap

DOI10.1007/S11749-007-0091-5MaRDI QIDQ619092zbMATHOpenAlexFDO

Authors 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

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)

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

Cites work

• scientific article; zbMATH DE number 1149775 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Blockwise bootstrapped empirical process for stationary sequences
• Bootstrapping general empirical measures
• Families of distributions arising from distributions of order statistics
• Invariance principles for absolutely regular empirical processes
• ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
• On the blockwise bootstrap for empirical processes for stationary sequences
• PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
• Resampling methods for dependent data
• Second-order correctness of the blockwise bootstrap for stationary observations
• The Stationary Bootstrap
• The blockwise bootstrap for general empirical processes of stationary sequences
• The bootstrap for empirical processes based on stationary observations
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• The jackknife and the bootstrap for general stationary observations
• The local bootstrap for Markov processes
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Uniform Central Limit Theorems
• Variable length Markov chains
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Bootstrapping the empirical distribution of a linear process
• Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
• Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
• A general approach to the joint asymptotic analysis of statistics from sub-samples
• Bootstrapping the empirical distribution of a stationary process with change-point
• Change-point detection and bootstrap for Hilbert space valued random fields

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