Confidence intervals based on estimators with unknown rates of convergence

DOI10.1016/S0167-9473(03)00145-2zbMATH Open1429.62165MaRDI QIDQ956903FDOQ956903

Authors: B. E. Eshmatov 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

time seriesdependencenonparametricresamplingheavy-tailssubsampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• On the asymptotic accuracy of Efron's bootstrap
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• Some asymptotic theory for the bootstrap
• Large sample confidence regions based on subsamples under minimal assumptions
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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• The bootstrap and Edgeworth expansion
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• Bootstrap in Markov-sequences based on estimates of transition density
• Title not available (Why is that?)
• Degenerate U-Statistics Based on Non-Independent Observations
• Bootstrapping explosive autoregressive processes
• An improvement of the jackknife distribution function estimator
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Cited In (7)

• Large sample confidence regions based on subsamples under minimal assumptions
• Confidence intervals for linear unbiased estimators under constrained dependence
• On some properties of the confidence intervals for unknown probabilities
• Confidence intervals for the number of unseen types
• Subsampling, symmetrization, and robust interpolation
• Title not available (Why is that?)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness

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