Second-order properties of an extrapolated bootstrap without replacement under weak assumptions

DOI10.2307/3318585MaRDI QIDQ1363400zbMATH OpenOpenAlexFDO

Authors Patrice Bertail

Publication date 5 September 1999

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1177526727

zbMATH Keywords

Gaussian approximationmoving block bootstrapundersamplingwithout replacement

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40) Nonparametric statistical resampling methods (62G09)

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Cited in

(15)

• On distribution function estimation using log-odds interpolation
• Regeneration-based statistics for Harris recurrent Markov chains
• Bootstrap confidence intervals for the pareto index
• Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
• Scaling by subsampling for big data, with applications to statistical learning
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
• The numerical bootstrap
• Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
• An Edgeworth expansion for symmetric finite population statistics
• Coupling methods for multistage sampling
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Subsampling, symmetrization, and robust interpolation
• K-sample subsampling in general spaces: the case of independent time series
• Measuring the algorithmic convergence of randomized ensembles: the regression setting

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