Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences
DOI10.1111/anzs.12206OpenAlexW2775208381MaRDI QIDQ4639817
G. Alastair Young, Stephen M. S. Lee, Todd A. Kuffner
Publication date: 11 May 2018
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/50036
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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