-
1
-
-
0348186305
-
On the asymptotic accuracy of the bootstrap under arbitrary resampling size
-
To appear
-
ARCONES, M. A. (2001). On the asymptotic accuracy of the bootstrap under arbitrary resampling size. Ann. Inst. Statist. Math. To appear.
-
(2001)
Ann. Inst. Statist. Math.
-
-
Arcones, M.A.1
-
2
-
-
0001684348
-
Inference on means using the bootstrap
-
BABU, G. J. and SINGH, K. (1983). Inference on means using the bootstrap. Ann. Statist. 11 999-1003.
-
(1983)
Ann. Statist.
, vol.11
, pp. 999-1003
-
-
Babu, G.J.1
Singh, K.2
-
3
-
-
0002090746
-
On the theoretical specification and sampling properties of autocorrelated time-series
-
BARTLETT, M. S. (1946). On the theoretical specification and sampling properties of autocorrelated time-series. Suppl. J. Roy. Statist. Soc. 827-41.
-
(1946)
Suppl. J. Roy. Statist. Soc.
, vol.8
, pp. 27-41
-
-
Bartlett, M.S.1
-
4
-
-
0035527930
-
Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
-
BERTAIL, P. and POLITIS, D. N. (2001). Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases. Canad. J. Statist. 29 667-680.
-
(2001)
Canad. J. Statist.
, vol.29
, pp. 667-680
-
-
Bertail, P.1
Politis, D.N.2
-
5
-
-
0000485156
-
Some asymptotic theory for the bootstrap
-
BICKEL, P. and FREEDMAN, D. A. (1981). Some asymptotic theory for the bootstrap. Am. Statist. 9 1196-1217.
-
(1981)
Am. Statist.
, vol.9
, pp. 1196-1217
-
-
Bickel, P.1
Freedman, D.A.2
-
6
-
-
0642310183
-
Resampling fewer than n observations: Gains, losses, and remedies for losses
-
BICKEL, P., GÖTZE, F. and VAN ZWET, W. R. (1997). Resampling fewer than n observations: Gains, losses, and remedies for losses. Statist. Sinica 7 1-32.
-
(1997)
Statist. Sinica
, vol.7
, pp. 1-32
-
-
Bickel, P.1
Götze, F.2
Van Zwet, W.R.3
-
7
-
-
34848900983
-
ARCH modelling in finance: A review of the theory and empirical evidence
-
BOLLERSLEV, T., CHOU, R. and KRONER, K. (1992). ARCH modelling in finance: A review of the theory and empirical evidence. J. Econometrics 52 5-59.
-
(1992)
J. Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, R.2
Kroner, K.3
-
8
-
-
21344492088
-
An improvement of the jackknife distribution function estimator
-
BOOTH, J. G. and HALL, P. (1993). An improvement of the jackknife distribution function estimator. Ann. Statist. 21 1476-1485.
-
(1993)
Ann. Statist.
, vol.21
, pp. 1476-1485
-
-
Booth, J.G.1
Hall, P.2
-
9
-
-
0001029192
-
Edgeworth correction by bootstrap in autoregressions
-
BOSE, A. (1988). Edgeworth correction by bootstrap in autoregressions. Ann. Statist. 16 1709-1722.
-
(1988)
Ann. Statist.
, vol.16
, pp. 1709-1722
-
-
Bose, A.1
-
11
-
-
85015431832
-
Sieve bootstrap for time series
-
BÜHLMANN, P. (1997). Sieve bootstrap for time series. Bernoulli 3 123-148.
-
(1997)
Bernoulli
, vol.3
, pp. 123-148
-
-
Bühlmann, P.1
-
12
-
-
0041639639
-
Bootstraps for time series
-
BÜHLMANN, P. (2002). Bootstraps for time series. Statist. Sci. 17 52-72.
-
(2002)
Statist. Sci.
, vol.17
, pp. 52-72
-
-
Bühlmann, P.1
-
13
-
-
0000514094
-
The use of subseries values for estimating the variance of a general statistic from a stationary time series
-
CARLSTEIN, E. (1986). The use of subseries values for estimating the variance of a general statistic from a stationary time series. Ann. Statist. 14 1171-1179.
-
(1986)
Ann. Statist.
, vol.14
, pp. 1171-1179
-
-
Carlstein, E.1
-
14
-
-
0034366252
-
Bootstrap confidence regions computed from autoregressions of arbitrary order
-
CHOI, E. and HALL, P. (2000). Bootstrap confidence regions computed from autoregressions of arbitrary order. J. R. Stat. Soc. Ser. B Stat. Methodol. 62 461-477.
-
(2000)
J. R. Stat. Soc. Ser. B Stat. Methodol.
, vol.62
, pp. 461-477
-
-
Choi, E.1
Hall, P.2
-
15
-
-
0031518090
-
Fitting time series models to nonstationary processes
-
DAHLHAUS, R. (1997). Fitting time series models to nonstationary processes. Ann. Statist. 25 1-37.
-
(1997)
Ann. Statist.
, vol.25
, pp. 1-37
-
-
Dahlhaus, R.1
-
16
-
-
84990517365
-
On Studentizing and blocking methods for implementing the bootstrap with dependent data
-
DAVISON, A. C. and HALL, P. (1993). On Studentizing and blocking methods for implementing the bootstrap with dependent data. Austral. J. Statist. 35 215-224.
-
(1993)
Austral. J. Statist.
, vol.35
, pp. 215-224
-
-
Davison, A.C.1
Hall, P.2
-
17
-
-
0002344794
-
Bootstrap methods: Another look at the jackknife
-
EFRON, B. (1979). Bootstrap methods: Another look at the jackknife. Ann. Statist. 7 1-26.
-
(1979)
Ann. Statist.
, vol.7
, pp. 1-26
-
-
Efron, B.1
-
18
-
-
84964203940
-
Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
-
EFRON, B. and TIBSHIRANI, R. J. (1986). Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (with discussion). Statist. Sci. 154-77.
-
(1986)
Statist. Sci.
, vol.1
, pp. 54-77
-
-
Efron, B.1
Tibshirani, R.J.2
-
21
-
-
0041900030
-
Bootstrap of kernel smoothing in nonlinear time series
-
FRANKE, J., KREISS, J.-P. and MAMMEN, E. (2002). Bootstrap of kernel smoothing in nonlinear time series. Bernoulli 8 1-37.
-
(2002)
Bernoulli
, vol.8
, pp. 1-37
-
-
Franke, J.1
Kreiss, J.-P.2
Mammen, E.3
-
22
-
-
0000130203
-
Bootstrapping regression models
-
FREEDMAN, D. A. (1981). Bootstrapping regression models. Ann. Statist. 9 1218-1228.
-
(1981)
Ann. Statist.
, vol.9
, pp. 1218-1228
-
-
Freedman, D.A.1
-
23
-
-
0000299884
-
On bootstrapping two-stage least-squares estimates in stationary linear models
-
FREEDMAN, D. A. (1984). On bootstrapping two-stage least-squares estimates in stationary linear models. Ann. Statist. 12 827-842.
-
(1984)
Ann. Statist.
, vol.12
, pp. 827-842
-
-
Freedman, D.A.1
-
25
-
-
0000631354
-
Necessary conditions for the bootstrap of the mean
-
GINÉ, E. and ZINN, J. (1990). Necessary conditions for the bootstrap of the mean. Ann. Statist. 17 684-691.
-
(1990)
Ann. Statist.
, vol.17
, pp. 684-691
-
-
Giné, E.1
Zinn, J.2
-
26
-
-
0010936382
-
Second-order correctness of the blockwise bootstrap for stationary observations
-
GÖTZE, F. and KÜNSCH, H. (1996). Second-order correctness of the blockwise bootstrap for stationary observations. Ann. Statist. 24 1914-1933.
-
(1996)
Ann. Statist.
, vol.24
, pp. 1914-1933
-
-
Götze, F.1
Künsch, H.2
-
29
-
-
0002780983
-
Resampling a coverage pattern
-
HALL, P. (1985). Resampling a coverage pattern. Stochastic Process. Appl. 20 231-246.
-
(1985)
Stochastic Process. Appl.
, vol.20
, pp. 231-246
-
-
Hall, P.1
-
32
-
-
77956890307
-
On blocking rules for the bootstrap with dependent data
-
HALL, P., HOROWITZ, J. L. and JING, B.-Y. (1995). On blocking rules for the bootstrap with dependent data. Biometrika 82 561-574.
-
(1995)
Biometrika
, vol.82
, pp. 561-574
-
-
Hall, P.1
Horowitz, J.L.2
Jing, B.-Y.3
-
34
-
-
84950426508
-
Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands
-
HÄRDLE, W. and BOWMAN, A. (1988). Bootstrapping in nonparametric regression: Local adaptive smoothing and confidence bands. J. Amer. Statist. Assoc. 83 102-110.
-
(1988)
J. Amer. Statist. Assoc.
, vol.83
, pp. 102-110
-
-
Härdle, W.1
Bowman, A.2
-
35
-
-
0042401396
-
Bootstrap methods for Markov processes
-
HOROWITZ, J. L. (2003). Bootstrap methods for Markov processes. Econometrica 71 1049-1082.
-
(2003)
Econometrica
, vol.71
, pp. 1049-1082
-
-
Horowitz, J.L.1
-
37
-
-
0001332792
-
Bootstrap procedures for AR(∞) processes
-
K. H. Jöckel, G. Rothe and W. Sendler, eds. Springer, Berlin
-
KREISS, J.-P. (1992). Bootstrap procedures for AR(∞) processes. In Bootstrapping and Related Techniques (K. H. Jöckel, G. Rothe and W. Sendler, eds.) 107-113. Springer, Berlin.
-
(1992)
Bootstrapping and Related Techniques
, pp. 107-113
-
-
Kreiss, J.-P.1
-
38
-
-
0000181737
-
The jackknife and the bootstrap for general stationary observations
-
KÜNSCH, H. R. (1989). The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17 1217-1241.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1217-1241
-
-
Künsch, H.R.1
-
39
-
-
0003158522
-
Second order optimality of stationary bootstrap
-
LAHIRI, S. N. (1991). Second order optimality of stationary bootstrap. Statist. Probab. Lett. 11 335-341.
-
(1991)
Statist. Probab. Lett.
, vol.11
, pp. 335-341
-
-
Lahiri, S.N.1
-
40
-
-
0033243868
-
Theoretical comparisons of block bootstrap methods
-
LAHIRI, S. N. (1999). Theoretical comparisons of block bootstrap methods. Ann. Statist. 27 386-404.
-
(1999)
Ann. Statist.
, vol.27
, pp. 386-404
-
-
Lahiri, S.N.1
-
41
-
-
0001180494
-
Moving blocks jackknife and bootstrap capture weak dependence
-
R. LePage and L. Billard, eds. Wiley, New York
-
LIU, R. Y. and SINGH, K. (1992). Moving blocks jackknife and bootstrap capture weak dependence. In Exploring the Limits of Bootstrap (R. LePage and L. Billard, eds.) 225-248. Wiley, New York.
-
(1992)
Exploring the Limits of Bootstrap
, pp. 225-248
-
-
Liu, R.Y.1
Singh, K.2
-
42
-
-
84974185463
-
Nonparametric estimation and identification of nonlinear ARCH time series
-
MASRY, E. and TJØSTHEIM, D. (1995). Nonparametric estimation and identification of nonlinear ARCH time series. Econometric Theory 11 258-289.
-
(1995)
Econometric Theory
, vol.11
, pp. 258-289
-
-
Masry, E.1
TjØstheim, D.2
-
43
-
-
0032356060
-
Regression-type inference in nonparametric autoregression
-
NEUMANN, M. and KREISS, J.-P. (1998). Regression-type inference in nonparametric autoregression. Ann. Statist. 26 1570-1613.
-
(1998)
Ann. Statist.
, vol.26
, pp. 1570-1613
-
-
Neumann, M.1
Kreiss, J.-P.2
-
44
-
-
0342506168
-
Bootstrapping some statistics useful in identifying ARMA models
-
K. H. Jöckel, G. Rothe and W. Sendler, eds. Springer, Berlin
-
PAPARODITIS, E. (1992). Bootstrapping some statistics useful in identifying ARMA models. In Bootstrapping and Related Techniques (K. H. Jöckel, G. Rothe and W. Sendler, eds.) 115-119. Springer, Berlin.
-
(1992)
Bootstrapping and Related Techniques
, pp. 115-119
-
-
Paparoditis, E.1
-
45
-
-
6744255815
-
The local bootstrap for kernel estimators under general dependence conditions
-
PAPARODITIS, E. and POLITIS, D. N. (2000). The local bootstrap for kernel estimators under general dependence conditions. Ann. Inst. Statist. Math. 52 139-159.
-
(2000)
Ann. Inst. Statist. Math.
, vol.52
, pp. 139-159
-
-
Paparoditis, E.1
Politis, D.N.2
-
46
-
-
0043041551
-
Tapered block bootstrap
-
PAPARODITIS, E. and POLITIS, D. N. (2001a). Tapered block bootstrap. Biometrika 88 1105-1119.
-
(2001)
Biometrika
, vol.88
, pp. 1105-1119
-
-
Paparoditis, E.1
Politis, D.N.2
-
47
-
-
0035628860
-
A Markovian local resampling scheme for nonparametric estimators in time series analysis
-
PAPARODITIS, E. and POLITIS, D. N. (2001b). A Markovian local resampling scheme for nonparametric estimators in time series analysis. Econometric Theory 17 540-566.
-
(2001)
Econometric Theory
, vol.17
, pp. 540-566
-
-
Paparoditis, E.1
Politis, D.N.2
-
48
-
-
0038198253
-
The continuous-path block-bootstrap
-
M. Puri, ed. VSP Publications, Zeist, The Netherlands
-
PAPARODITIS, E. and POLITIS, D. N. (2001c). The continuous-path block-bootstrap. In Asymptotics in Statistics and Probability (M. Puri, ed.) 305-320. VSP Publications, Zeist, The Netherlands.
-
(2001)
Asymptotics in Statistics and Probability
, pp. 305-320
-
-
Paparoditis, E.1
Politis, D.N.2
-
50
-
-
0346295563
-
The tapered block bootstrap for general statistics from stationary sequences
-
PAPARODITIS, E. and POLITIS, D. N. (2002b). The tapered block bootstrap for general statistics from stationary sequences. Econom. J. 5 131-148.
-
(2002)
Econom. J.
, vol.5
, pp. 131-148
-
-
Paparoditis, E.1
Politis, D.N.2
-
52
-
-
0037603581
-
Residual-based block bootstrap for unit root testing
-
PAPARODITIS, E. and POLITIS, D. N. (2003). Residual-based block bootstrap for unit root testing. Econometrica 71 813-855.
-
(2003)
Econometrica
, vol.71
, pp. 813-855
-
-
Paparoditis, E.1
Politis, D.N.2
-
55
-
-
0001282503
-
A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation
-
POLITIS, D. N. and ROMANO, J. P. (1992a). A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation. Ann. Statist. 20 1985-2007.
-
(1992)
Ann. Statist.
, vol.20
, pp. 1985-2007
-
-
Politis, D.N.1
Romano, J.P.2
-
56
-
-
0001837443
-
A circular block-resampling procedure for stationary data
-
R. LePage and L. Billard, eds. Wiley, New York
-
POLITIS, D. N. and ROMANO, J. P. (1992b). A circular block-resampling procedure for stationary data. In Exploring the Limits of Bootstrap (R. LePage and L. Billard, eds.) 263-270. Wiley, New York.
-
(1992)
Exploring the Limits of Bootstrap
, pp. 263-270
-
-
Politis, D.N.1
Romano, J.P.2
-
57
-
-
0010937869
-
A general theory for large sample confidence regions based on subsamples under minimal assumptions
-
Dept. Statistics, Stanford Univ.
-
POLITIS, D. N. and ROMANO, J. P. (1992c). A general theory for large sample confidence regions based on subsamples under minimal assumptions. Technical Report 399, Dept. Statistics, Stanford Univ.
-
(1992)
Technical Report
, vol.399
-
-
Politis, D.N.1
Romano, J.P.2
-
58
-
-
0346925679
-
Estimating the distribution of a Studentized statistic by subsampling
-
POLITIS, D. N. and ROMANO, J. P. (1993). Estimating the distribution of a Studentized statistic by subsampling. Bull. Internat. Statist. Inst. 2 315-316.
-
(1993)
Bull. Internat. Statist. Inst.
, vol.2
, pp. 315-316
-
-
Politis, D.N.1
Romano, J.P.2
-
60
-
-
21844512391
-
Large sample confidence regions based on subsamples under minimal assumptions
-
POLITIS, D. N. and ROMANO, J. P. (1994b). Large sample confidence regions based on subsamples under minimal assumptions. Ann. Statist. 22 2031-2050.
-
(1994)
Ann. Statist.
, vol.22
, pp. 2031-2050
-
-
Politis, D.N.1
Romano, J.P.2
-
61
-
-
84981418777
-
Bias-corrected nonparametric spectral estimation
-
POLITIS, D. N. and ROMANO, J. P. (1995). Bias-corrected nonparametric spectral estimation. J. Time Ser. Anal. 16 67-103.
-
(1995)
J. Time Ser. Anal.
, vol.16
, pp. 67-103
-
-
Politis, D.N.1
Romano, J.P.2
-
63
-
-
0348186303
-
Automatic block-length selection for the dependent bootstrap
-
To appear
-
POLITIS, D. N. and WHITE, H. (2001). Automatic block-length selection for the dependent bootstrap. Econometric Rev. To appear.
-
(2001)
Econometric Rev.
-
-
Politis, D.N.1
White, H.2
-
64
-
-
0002718318
-
Approximate tests of correlation in time-series
-
QUENOUILLE, M. (1949). Approximate tests of correlation in time-series. J. Roy. Statist. Soc. Ser. B 11 68-84.
-
(1949)
J. Roy. Statist. Soc. Ser. B
, vol.11
, pp. 68-84
-
-
Quenouille, M.1
-
65
-
-
0001610304
-
Notes on bias in estimation
-
QUENOUILLE, M. (1956). Notes on bias in estimation. Biometrika 43 353-360.
-
(1956)
Biometrika
, vol.43
, pp. 353-360
-
-
Quenouille, M.1
-
66
-
-
0030162285
-
The bootstrap of the mean for strong mixing sequences under minimal conditions
-
RADULOVIC, D. (1996). The bootstrap of the mean for strong mixing sequences under minimal conditions. Statist. Probab. Lett. 28 65-72.
-
(1996)
Statist. Probab. Lett.
, vol.28
, pp. 65-72
-
-
Radulovic, D.1
-
67
-
-
0000867659
-
Bootstrap in Markov sequences based on estimates of transition density
-
RAJARSHI, M. B. (1990). Bootstrap in Markov sequences based on estimates of transition density. Ann. Inst. Statist. Math. 42 253-268.
-
(1990)
Ann. Inst. Statist. Math.
, vol.42
, pp. 253-268
-
-
Rajarshi, M.B.1
-
68
-
-
0030550108
-
Inference for autocorrelations under weak assumptions
-
ROMANO, J. P. and THOMBS, L. (1996). Inference for autocorrelations under weak assumptions. J. Amer. Statist. Assoc. 91 590-600.
-
(1996)
J. Amer. Statist. Assoc.
, vol.91
, pp. 590-600
-
-
Romano, J.P.1
Thombs, L.2
-
69
-
-
0009548366
-
An Edgeworth expansion for the m out of n bootstrapped median
-
SAKOV, A. and BICKEL, P. (2000). An Edgeworth expansion for the m out of n bootstrapped median. Statist. Probab. Lett. 49 217-223.
-
(2000)
Statist. Probab. Lett.
, vol.49
, pp. 217-223
-
-
Sakov, A.1
Bickel, P.2
-
70
-
-
0001514453
-
A general theory for jackknife variance estimation
-
SHAO, J. and WU, C.-F. J. (1989). A general theory for jackknife variance estimation. Ann. Statist. 17 1176-1197.
-
(1989)
Ann. Statist.
, vol.17
, pp. 1176-1197
-
-
Shao, J.1
Wu, C.-F.J.2
-
73
-
-
85027186089
-
Selection of the order of an autoregressive model by Akaike's information criterion
-
SHIBATA, R. (1976). Selection of the order of an autoregressive model by Akaike's information criterion. Biometrika 63 117-126.
-
(1976)
Biometrika
, vol.63
, pp. 117-126
-
-
Shibata, R.1
-
74
-
-
0000824767
-
On the asymptotic accuracy of Efron's bootstrap
-
SINGH, K. (1981). On the asymptotic accuracy of Efron's bootstrap. Ann. Statist. 9 1187-1195.
-
(1981)
Ann. Statist.
, vol.9
, pp. 1187-1195
-
-
Singh, K.1
-
76
-
-
0000654872
-
A note on proving that the (modified) bootstrap works
-
SWANEPOEL, J. W. H. (1986). A note on proving that the (modified) bootstrap works. Comm. Statist. Theory Methods. 15 3193-3203.
-
(1986)
Comm. Statist. Theory Methods
, vol.15
, pp. 3193-3203
-
-
Swanepoel, J.W.H.1
-
77
-
-
0038864602
-
The boot-strap applied to power spectral density function estimation
-
SWANEPOEL, J. W. H. and VAN WYK, J. W. J. (1986). The boot-strap applied to power spectral density function estimation. Biometrika 73 135-141.
-
(1986)
Biometrika
, vol.73
, pp. 135-141
-
-
Swanepoel, J.W.H.1
Van Wyk, J.W.J.2
-
79
-
-
0001617782
-
Bias and confidence in not-quite large samples
-
TUKEY, J. W. (1958). Bias and confidence in not-quite large samples (abstract). Ann. Math. Statist. 29 614.
-
(1958)
Ann. Math. Statist.
, vol.29
, pp. 614
-
-
Tukey, J.W.1
-
80
-
-
0001673027
-
Jackknife, bootstrap and other resampling methods in regression analysis
-
WU, C.-F. J. (1986). Jackknife, bootstrap and other resampling methods in regression analysis (with discussion). Ann. Statist. 14 1261-1350.
-
(1986)
Ann. Statist.
, vol.14
, pp. 1261-1350
-
-
Wu, C.-F.J.1
|