EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA

DOI10.1081/SAC-120003846zbMath1081.62521OpenAlexW1974703319MaRDI QIDQ4416927

Sahar A. N. Ibrahim, N. A. Mokhlis

Publication date: 5 August 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-120003846

zbMATH Keywords

BiasMultinomial distributionPermutationBlocksHypergeometric distributionBalanced samplesRe-centeringResampling error

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Cites Work

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• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• The jackknife and the bootstrap for general stationary observations
• Balanced importance resampling for the bootstrap
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• Efficient Bootstrap Simulation
• More Efficient Bootstrap Computations

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