메뉴 건너뛰기




Volumn 31, Issue 2, 1999, Pages 187-202

The threshold bootstrap and threshold jackknife

Author keywords

Bootstrap; Jackknife; Level crossing; Time series

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

EID: 0032759057     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00008-0     Document Type: Article
Times cited : (21)

References (29)
  • 1
    • 0003027312 scopus 로고
    • A survey of recent progress on level-crossing problems for random processes
    • In: Blake, I.F., Poor, H.V. (Eds.), Springer, New York
    • Abrahams, J., 1986. A survey of recent progress on level-crossing problems for random processes. In: Blake, I.F., Poor, H.V. (Eds.), Communications in Networks: A Survey of Recent Advances. Springer, New York.
    • (1986) Communications in Networks: A Survey of Recent Advances
    • Abrahams, J.1
  • 3
    • 0000485156 scopus 로고
    • Some asymptotic theory for the bootstrap
    • Bickel P.J., Freedman D.A. Some asymptotic theory for the bootstrap. Ann. Statist. 9:1981;1196-1217.
    • (1981) Ann. Statist. , vol.9 , pp. 1196-1217
    • Bickel, P.J.1    Freedman, D.A.2
  • 5
    • 0000514094 scopus 로고
    • The use of subseries values for estimating the variance of a general statistic from a stationary sequence.
    • Carlstein E. The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Statist. 14:1986;1171-1179.
    • (1986) Ann. Statist. , vol.14 , pp. 1171-1179
    • Carlstein, E.1
  • 7
    • 84988141295 scopus 로고
    • Regeneration-based bootstrap for markov chains
    • Datta S., McCormick W. Regeneration-based bootstrap for markov chains. Canad. J. Statist. 21:1993;181-193.
    • (1993) Canad. J. Statist. , vol.21 , pp. 181-193
    • Datta, S.1    McCormick, W.2
  • 8
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron B. Bootstrap methods: another look at the jackknife. Ann. Statist. 7:1979;1-26.
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 9
    • 0001782309 scopus 로고
    • Jackknife-after-bootstrap standard errors and influence functions (with discussion)
    • Efron B. Jackknife-after-bootstrap standard errors and influence functions (with discussion). J. Roy. Statist. Soc. Ser. B. 54:1992;83-111.
    • (1992) J. Roy. Statist. Soc. Ser. B , vol.54 , pp. 83-111
    • Efron, B.1
  • 11
    • 0001600838 scopus 로고
    • Statistical analysis for queueing simulations
    • Fishman G. Statistical analysis for queueing simulations. Management Sci. 20:1973;363-369.
    • (1973) Management Sci. , vol.20 , pp. 363-369
    • Fishman, G.1
  • 12
    • 0012318209 scopus 로고
    • The almost regenerative method for stochastic system simulations
    • Gunther F., Wolff R. The almost regenerative method for stochastic system simulations. Oper. Res. 28:1980;375-386.
    • (1980) Oper. Res. , vol.28 , pp. 375-386
    • Gunther, F.1    Wolff, R.2
  • 13
    • 77956890307 scopus 로고
    • On blocking rules for the bootstrap with dependent data
    • Hall P., Horowitz J., Jing B. On blocking rules for the bootstrap with dependent data. Biometrika. 82:1995;561-574.
    • (1995) Biometrika , vol.82 , pp. 561-574
    • Hall, P.1    Horowitz, J.2    Jing, B.3
  • 14
    • 0000144137 scopus 로고    scopus 로고
    • On sample reuse methods for dependent data
    • Hall P., Jing B. On sample reuse methods for dependent data. J. Roy. Statist. Soc. Ser. B. 58:1996;727-737.
    • (1996) J. Roy. Statist. Soc. Ser. B , vol.58 , pp. 727-737
    • Hall, P.1    Jing, B.2
  • 16
    • 0000181737 scopus 로고
    • The jackknife and the bootstrap for general stationary observations
    • Kunsch H. The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17:1989;1217-1241.
    • (1989) Ann. Statist. , vol.17 , pp. 1217-1241
    • Kunsch, H.1
  • 18
    • 38249000085 scopus 로고
    • On the moving block bootstrap under long range dependence
    • Lahiri S. On the moving block bootstrap under long range dependence. Statist. Probab. Lett. 18:1993;405-413.
    • (1993) Statist. Probab. Lett. , vol.18 , pp. 405-413
    • Lahiri, S.1
  • 20
    • 0001180494 scopus 로고
    • Moving blocks jackknife and bootstrap capture weak dependence
    • In: LePage, R., Billard, L. (Eds.), Wiley, New York
    • Liu, R., Singh, K., 1992. Moving blocks jackknife and bootstrap capture weak dependence. In: LePage, R., Billard, L. (Eds.), Exploring the Limits of Bootstrap. Wiley, New York, pp. 225-248.
    • (1992) Exploring the Limits of Bootstrap , pp. 225-248
    • Liu, R.1    Singh, K.2
  • 21
    • 0004332272 scopus 로고
    • Numerical Algorithms Group Limited, Mark 16
    • Numerical Algorithms Group Limited, 1993. The NAG FORTRAN Library Manual, Mark 16.
    • (1993) The NAG FORTRAN Library Manual
  • 22
    • 0344654277 scopus 로고    scopus 로고
    • Technical Report No. 37-97-461, Department of Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy NY
    • Park, D., Willemain, T., 1997. The threshold bootstrap and threshold jackknife. Technical Report No. 37-97-461, Department of Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy NY.
    • (1997) The Threshold Bootstrap and Threshold Jackknife
    • Park, D.1    Willemain, T.2
  • 23
    • 0001837443 scopus 로고
    • A circular block resampling procedure for stationary data
    • In: LePage, R., Billard, L. (Eds.), Wiley, New York
    • Politis, D., Romano, J., 1992. A circular block resampling procedure for stationary data. In: LePage, R., Billard, L. (Eds.), Exploring the Limits of Bootstrap, Wiley, New York, pp. 263-270.
    • (1992) Exploring the Limits of Bootstrap , pp. 263-270
    • Politis, D.1    Romano, J.2
  • 25
    • 0002718318 scopus 로고
    • Approximate tests of correlation in time series
    • Quenouille M. Approximate tests of correlation in time series. J. Roy. Statist. Soc. Ser. B. 11:1949;68-84.
    • (1949) J. Roy. Statist. Soc. Ser. B , vol.11 , pp. 68-84
    • Quenouille, M.1
  • 26
    • 0032848078 scopus 로고    scopus 로고
    • A k -nearest neighbor simulator for daily precipitation and other weather variables
    • in press
    • Rajagopalan, B., Lall, U., 1999. A k -nearest neighbor simulator for daily precipitation and other weather variables. Water Resources Res., in press.
    • (1999) Water Resources Res.
    • Rajagopalan, B.1    Lall, U.2
  • 28
    • 0000824767 scopus 로고
    • On the asymptotic accuracy of Efron's bootstrap.
    • Singh K. On the asymptotic accuracy of Efron's bootstrap. Ann. Statist. 9:1981;1187-1195.
    • (1981) Ann. Statist. , vol.9 , pp. 1187-1195
    • Singh, K.1
  • 29
    • 0001617782 scopus 로고
    • Bias and confidence interval in not quite large samples (Abstract).
    • Tukey J.W. Bias and confidence interval in not quite large samples (Abstract). Ann. Math. Statist. 29:1985;614.
    • (1985) Ann. Math. Statist. , vol.29 , pp. 614
    • Tukey, J.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.