منابع مشابه
A Note on the Stationary Bootstrap ’ S Variance
Because the stationary bootstrap resamples data blocks of random length, this method has been thought to have the largest asymptotic variance among block bootstraps (Lahiri, 1999, Ann. Statist.). It is shown here that the variance of the stationary bootstrap surprisingly matches that of a block bootstrap based on non-random, non-overlapping blocks. This argument translates the variance expansio...
متن کاملA NOTE ON THE STATIONARY BOOTSTRAP ’ S VARIANCE By Daniel
Because the stationary bootstrap resamples data blocks of random length, this method has been thought to have the largest asymptotic variance among block bootstraps Lahiri [Ann. Statist. 27 (1999) 386–404]. It is shown here that the variance of the stationary bootstrap surprisingly matches that of a block bootstrap based on nonrandom, nonoverlapping blocks. This argument translates the variance...
متن کاملOn the Consistency of Sieve Bootstrap Prediction Intervals for Stationary Time Series
In the article, we consider construction of prediction intervals for stationary time series using Bühlmann’s [8], [9] sieve bootstrap approach. Basic theoretical properties concerning consistency are proved. We extend the results obtained earlier by Stine [21], Masarotto and Grigoletto [13] for an autoregressive time series of finite order to the rich class of linear and invertible stationary m...
متن کاملStatistical Topology Using the Nonparametric Density Estimation and Bootstrap Algorithm
This paper presents approximate confidence intervals for each function of parameters in a Banach space based on a bootstrap algorithm. We apply kernel density approach to estimate the persistence landscape. In addition, we evaluate the quality distribution function estimator of random variables using integrated mean square error (IMSE). The results of simulation studies show a significant impro...
متن کاملThe Bootstrap
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics, coverage probabilities of confidence intervals, and rejection probabilities of hypothesis tests that...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1994
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1994.10476870