Second order optimality of stationary bootstrap

DOI10.1016/0167-7152(91)90045-SzbMath0722.62016OpenAlexW2084178734MaRDI QIDQ756317

Soumendra Nath Lahiri

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90045-s

zbMATH Keywords

Edgeworth expansionnormalized, multivariate sample means of weakly dependent observationssecond order correctnessstationary bootstrap procedurevector valued statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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Cites Work

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• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• On the asymptotic accuracy of Efron's bootstrap
• Bootstrapping Markov chains: Countable case
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Asymptotic expansions for sums of weakly dependent random vectors

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