Comments on: Subsampling weakly dependent time series and application to extremes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-011-0272-0.pdf
Reference10 articles.
1. Bertail P, Politis D, Romano J (1999) Undersampling with unknown rate of convergence. J Am Stat Assoc 94(446):569–579
2. Bertail P, Haeffke C, Politis D, White H (2004) A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks. J Econom 120:295–326
3. Bertail P, Clémençon S, Tressou J (2009) Extreme values statistics for Markov chains via the pseudo-regenerative method. Extremes 12:327–360
4. Bickel PJ, Sakov A (2008) On the choice of the m out n bootstrap and confidence bounds for extrema. Stat Sin 18:967–985
5. Bickel PJ, Boley N, Brown JB, Huang H, Zhang NR (2010) Subsampling methods for genomic inference. Ann Appl Stat 4:1660–1697
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