On the relative performance of the block bootstrap for dependent data
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Publication:4226835
DOI10.1080/03610929708831984zbMath1127.62333OpenAlexW1993833325MaRDI QIDQ4226835
Publication date: 23 February 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929708831984
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Cites Work
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- Edgeworth correction by bootstrap in autoregressions
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- Some asymptotic theory for the bootstrap
- On the asymptotic accuracy of Efron's bootstrap
- Robust interval estimation of the innovation variance of an ARMA model
- Large sample confidence regions based on subsamples under minimal assumptions
- Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
- Asymptotic expansions for sums of weakly dependent random vectors
- ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA
- On the bootstrap saddlepoint approximations
- On blocking rules for the bootstrap with dependent data
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