Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences-Reference-Cited by-同舟云学术

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Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences

Published:2018-03 Issue:1 Volume:60 Page:103-114
ISSN:1369-1473
Container-title:Australian & New Zealand Journal of Statistics
language:en
Short-container-title:Aust. N. Z. J. Stat.

Author:

Kuffner Todd A.¹,Lee Stephen M. S.²,Young G. A.³

Affiliation:

1. Department of Mathematics; Washington University in St. Louis; St. Louis MO 63130 USA

2. Department of Statistics and Actuarial Science; The University of Hong Kong; Pokfulam Road Hong Kong City Hong Kong

3. Department of Mathematics; Imperial College London; London SW7 2AZ UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/anzs.12206/fullpdf

Reference31 articles.

1. Basic Properties of Strong Mixing Conditions

2. Blockwise bootstrapped empirical process for stationary sequences;Bühlmann;Annals of Statistics,1994

3. Block length selection in the bootstrap for time series;Bühlmann;Computational Statistics and Data Analysis,1999

4. The use of subseries values for estimating the variance of a general statistic from a stationary sequence;Carlstein;Annals of Statistics,1986

5. Matched-block bootstrap for dependent data;Carlstein;Bernoulli,1998

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