-
1
-
-
21844514749
-
Blockwise bootstrapped empirical process for stationary sequences
-
Bühlmann P. Blockwise bootstrapped empirical process for stationary sequences. Ann. Statist. 22 (1994) 995-1012
-
(1994)
Ann. Statist.
, vol.22
, pp. 995-1012
-
-
Bühlmann, P.1
-
2
-
-
0343485088
-
Block length selection in the bootstrap for time series
-
Bühlmann P., and Künsch H.R. Block length selection in the bootstrap for time series. Comput. Statist. Data Anal. 31 (1999) 295-310
-
(1999)
Comput. Statist. Data Anal.
, vol.31
, pp. 295-310
-
-
Bühlmann, P.1
Künsch, H.R.2
-
3
-
-
0000514094
-
The use of subseries methods for estimating the variance of a general statistic from a stationary time series
-
Carlstein E. The use of subseries methods for estimating the variance of a general statistic from a stationary time series. Ann. Statist. 14 (1986) 1171-1179
-
(1986)
Ann. Statist.
, vol.14
, pp. 1171-1179
-
-
Carlstein, E.1
-
4
-
-
0000546389
-
Matched-block bootstrap for dependent data
-
Carlstein E., Do K.-A., Hall P., Hesterberg T., and Künsch H.R. Matched-block bootstrap for dependent data. Bernoulli 4 (1998) 305-328
-
(1998)
Bernoulli
, vol.4
, pp. 305-328
-
-
Carlstein, E.1
Do, K.-A.2
Hall, P.3
Hesterberg, T.4
Künsch, H.R.5
-
5
-
-
84990517365
-
On studentizing and blocking methods for implementing the bootstrap with dependent data
-
Davison A.C., and Hall P. On studentizing and blocking methods for implementing the bootstrap with dependent data. Aust. J. Statist. 35 (1993) 215-224
-
(1993)
Aust. J. Statist.
, vol.35
, pp. 215-224
-
-
Davison, A.C.1
Hall, P.2
-
6
-
-
0002344794
-
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
-
7
-
-
0001782309
-
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
-
8
-
-
0000299549
-
Asymptotic expansions for sums of weakly dependent random vectors
-
Götze F., and Hipp C. Asymptotic expansions for sums of weakly dependent random vectors. Zieb Wahr. Verw Gebiete 64 (1983) 211-239
-
(1983)
Zieb Wahr. Verw Gebiete
, vol.64
, pp. 211-239
-
-
Götze, F.1
Hipp, C.2
-
9
-
-
0010936382
-
Second-order correctness of the blockwise bootstrap for stationary observations
-
Götze F., and Künsch H.R. Second-order correctness of the blockwise bootstrap for stationary observations. Ann. Statist. 24 (1996) 1914-1933
-
(1996)
Ann. Statist.
, vol.24
, pp. 1914-1933
-
-
Götze, F.1
Künsch, H.R.2
-
10
-
-
0002780983
-
Resampling a coverage pattern
-
Hall P. Resampling a coverage pattern. Stochastic. Process. Appl. 20 (1985) 231-246
-
(1985)
Stochastic. Process. Appl.
, vol.20
, pp. 231-246
-
-
Hall, P.1
-
12
-
-
77956890307
-
On blocking rules for the bootstrap with dependent data
-
Hall P., Horowitz J.L., and Jing B.-Y. 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.L.2
Jing, B.-Y.3
-
13
-
-
0011081704
-
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
-
Hall P., Lahiri S.N., and Polzehl J. On bandwidth choice in nonparametric regression with both short- and long-range dependent errors. Ann. Statist. 23 (1995) 1331-1349
-
(1995)
Ann. Statist.
, vol.23
, pp. 1331-1349
-
-
Hall, P.1
Lahiri, S.N.2
Polzehl, J.3
-
14
-
-
0011081065
-
On bandwidth choice for density estimation with dependent data
-
2241-2226
-
Hall P., Lahiri S.N., and Truong Y.K. On bandwidth choice for density estimation with dependent data. Ann. Statist. 23 (1995) 2241-2226
-
(1995)
Ann. Statist.
, vol.23
-
-
Hall, P.1
Lahiri, S.N.2
Truong, Y.K.3
-
15
-
-
0000144137
-
On sample reuse methods for dependent data
-
Hall P., and Jing B.-Y. 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.-Y.2
-
16
-
-
0000181737
-
The jackknife and the bootstrap for general stationary observations
-
Künsch H.R. The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17 (1989) 1217-1261
-
(1989)
Ann. Statist.
, vol.17
, pp. 1217-1261
-
-
Künsch, H.R.1
-
17
-
-
0003158522
-
Second order optimality of stationary bootstrap
-
Lahiri S.N. Second order optimality of stationary bootstrap. Statist. Probab. Lett. 11 (1991) 335-341
-
(1991)
Statist. Probab. Lett.
, vol.11
, pp. 335-341
-
-
Lahiri, S.N.1
-
18
-
-
0029689540
-
On Edgeworth expansion and moving block bootstrap for studentized M-estimators in multiple linear regression models
-
Lahiri S.N. On Edgeworth expansion and moving block bootstrap for studentized M-estimators in multiple linear regression models. J. Multivariate Anal. 56 (1996) 42-59
-
(1996)
J. Multivariate Anal.
, vol.56
, pp. 42-59
-
-
Lahiri, S.N.1
-
19
-
-
0033243868
-
Theoretical comparisons of block bootstrap methods
-
Lahiri S.N. Theoretical comparisons of block bootstrap methods. Ann. Statist. 27 (1999) 386-404
-
(1999)
Ann. Statist.
, vol.27
, pp. 386-404
-
-
Lahiri, S.N.1
-
20
-
-
0036003735
-
On the jackknife-after-bootstrap method for dependent data and its consistency properties
-
Lahiri S.N. On the jackknife-after-bootstrap method for dependent data and its consistency properties. Econometric Theory 18 (2002) 79-98
-
(2002)
Econometric Theory
, vol.18
, pp. 79-98
-
-
Lahiri, S.N.1
-
21
-
-
30344462701
-
Consistency of the jackknife-after-bootstrap variance estimator for block bootstrap quantiles of a studentized statistic
-
Lahiri S.N. Consistency of the jackknife-after-bootstrap variance estimator for block bootstrap quantiles of a studentized statistic. Ann. Statist. 33 (2005) 2475-2506
-
(2005)
Ann. Statist.
, vol.33
, pp. 2475-2506
-
-
Lahiri, S.N.1
-
22
-
-
0001180494
-
Moving blocks jackknife and bootstrap capture weak dependence
-
Lepage R., and Billard L. (Eds), Wiley, New York
-
Liu R.Y., and Singh K. Moving blocks jackknife and bootstrap capture weak dependence. In: Lepage R., and Billard L. (Eds). Exploring the Limits of Bootstrap (1992), Wiley, New York 225-248
-
(1992)
Exploring the Limits of Bootstrap
, pp. 225-248
-
-
Liu, R.Y.1
Singh, K.2
-
23
-
-
21844499656
-
Validity of blockwise bootstrap for empirical processes with stationary observations
-
Naik-Nimbalkar U.V., and Rajarshi M.B. Validity of blockwise bootstrap for empirical processes with stationary observations. Ann. Statist. 22 (1994) 980-994
-
(1994)
Ann. Statist.
, vol.22
, pp. 980-994
-
-
Naik-Nimbalkar, U.V.1
Rajarshi, M.B.2
-
25
-
-
0001837443
-
A circular block resampling procedure for stationary data
-
Lepage R., and Billard L. (Eds), Wiley, New York
-
Politis D., and Romano J.P. A circular block resampling procedure for stationary data. In: Lepage R., and Billard L. (Eds). Exploring the Limits of Bootstrap (1992), Wiley, New York 263-270
-
(1992)
Exploring the Limits of Bootstrap
, pp. 263-270
-
-
Politis, D.1
Romano, J.P.2
-
26
-
-
21844512391
-
Large sample confidence regions based on subsamples under minimal assumptions
-
Politis D., and Romano J.P. Large sample confidence regions based on subsamples under minimal assumptions. Ann. Statist. 22 (1994) 2031-2050
-
(1994)
Ann. Statist.
, vol.22
, pp. 2031-2050
-
-
Politis, D.1
Romano, J.P.2
-
28
-
-
84981418777
-
Bias-corrected nonparametric spectral estimation
-
Politis D., and Romano J.P. Bias-corrected nonparametric spectral estimation. J. Time Ser. Anal. 16 (1995) 67-103
-
(1995)
J. Time Ser. Anal.
, vol.16
, pp. 67-103
-
-
Politis, D.1
Romano, J.P.2
-
29
-
-
34248506991
-
-
D. Politis, H. White, Automatic block length selection for the dependent bootstrap. Department of Mathematics, University of California at San Diego, LaJolla, CA. 2003. Preprint
-
-
-
|