Moderate deviations in subsampling distribution estimation

DOI10.1090/S0002-9939-00-05551-9zbMath0959.62015MaRDI QIDQ4517495

Patrice Bertail, Dimitris N. Politis, Anthony Gamst

Publication date: 22 November 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

moderate deviationsnormal approximationsample meanm-dependent sequencessubsampling methodology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series

Cites Work

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• 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
• A method for the derivation of limit theorems for sums of m-dependent random variables
• On the relative performance of the block bootstrap for dependent data
• An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
• Convergence of stochastic processes

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