Second order optimality of stationary bootstrap

Statistics and Probability Letters

Volumn 11, Issue 4, 1991, Pages 335-341

  Lahiri, Soumendra Nath ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap; Edgeworth expansion; normalized sample mean; stationarity; weak dependence

Indexed keywords

EID: 0003158522     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(91)90045-S     Document Type: Article

References (15)

1. Bootstrapping statistics with linear combinations of chi-squares as weak limit
2. One-term Edgeworth correction by Efron's bootstrap
3. Some recent results on Cramer-Edgeworth expansions with applications
4. On the validity of the formal Edgeworth expansion
5. Bootstrap methods Another look at the jackknife
6. Bootstrap methods for standard errors, confidence intervals and other measures of statistical accuracy (with discussion)
7. On bootstrapping two stage least squares estimates in stationary linear models
8. Asymptotic expansions for sums of weakly dependent random vectors
9. The jackknife and the bootstrap for general stationary observations
10. Bootstrap approximation to the distributions of M-estimators
11. On the asymptotic accuracy of Efron's bootstrap