Replicate Histograms

DOI10.2307/2291653MaRDI QIDQ3129038zbMATH OpenOpenAlexFDO

Authors

Publication date 9 September 1997

Full work available at URL https://doi.org/10.2307/2291653

zbMATH Keywords

asymptotic distributionasymptotic normalitybiasbootstrapdependencemean squared errorreplicate histogramsampling distributionsecond-order theoryspatially dependent datastrong consistency resultssubsamplingtime seriesvariance

Mathematics Subject Classification ID

Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(13)

• Efficiency and robustness in subsampling for dependent data
• Kernel estimation of the density of a statistic
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
• Subsampling vector autoregressive tests of linear constraints
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• Rank-based change-point analysis for long-range dependent time series
• A unified approach to self-normalized block sampling
• Hybrid and Size-Corrected Subsampling Methods
• On goodness-of-fit tests for weakly dependent processes using kernel method
• On variance estimation in a negative binomial time series regression model
• Positive spatial autocorrelation impacts on attribute variable frequency distributions
• Histograms and associated point processes
• The impact of bootstrap methods on time series analysis

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