Resampling estimation when observations are m–dependent
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Cites work
- A note on bootstrapping the sample median
- Bootstrap methods: another look at the jackknife
- Edgeworth corrected pivotal statistics and the bootstrap
- Heteroscedasticity-robustness of jackknife variance estimators in linear models
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- On the asymptotic accuracy of Efron's bootstrap
- On the bootstrap and confidence intervals
- On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
- Prepivoting to reduce level error of confidence sets
- Resampling Inference With Complex Survey Data
- Some asymptotic theory for the bootstrap
Cited in
(12)- Resampling method under dependent models
- Bootstrapping the sample means for stationary mixing sequences
- Resampling: consistency of substitution estimators
- A statistical framework for testing chaotic dynamics via Lyapunov exponents
- Resampling m-dependant random variables with applications to forecasting
- scientific article; zbMATH DE number 125649 (Why is no real title available?)
- Validity of dependent bootstrapping in finite populations
- Testing model assumptions in multivariate linear regression models
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Resampling in Multiple‐Dose Factorial Designs
- The Moser--Tardos Framework with Partial Resampling
- Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses
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