On the relative performance of the block bootstrap for dependent data

DOI10.1080/03610929708831984zbMath1127.62333OpenAlexW1993833325MaRDI QIDQ4226835

Bing-Yi Jing

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

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09)

Related Items (3)

An urn-based Bayesian block bootstrap ⋮ Structural combination of seasonal exponential smoothing forecasts applied to load forecasting ⋮ Moderate deviations in subsampling distribution estimation

Cites Work

• Second order optimality of stationary bootstrap
• On bootstrapping two-stage least-squares estimates in stationary linear models
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• 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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