Fixed b subsampling and the block bootstrap: improved confidence sets based on p‐value calibration
暂无分享,去创建一个
[1] Extended tapered block bootstrap , 2010 .
[2] Michael Wolf,et al. Weak convergence of dependent empirical measures with application to subsampling in function spaces , 1999 .
[3] F. Götze,et al. Adaptive choice of bootstrap sample sizes , 2001 .
[4] P. Bühlmann. Blockwise Bootstrapped Empirical Process for Stationary Sequences , 1994 .
[5] P. Billingsley,et al. Convergence of Probability Measures , 1969 .
[6] T. Vogelsang,et al. Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators , 2007 .
[7] Michael Jansson. The Error in Rejection Probability of Simple Autocorrelation Robust Tests , 2004 .
[8] P. Bickel,et al. ON THE CHOICE OF m IN THE m OUT OF n BOOTSTRAP AND CONFIDENCE BOUNDS FOR EXTREMA , 2008 .
[9] D. Politis. HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES , 2005, Econometric Theory.
[10] Nicholas M. Kiefer,et al. A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS , 2005, Econometric Theory.
[11] Daniel J. Nordman,et al. VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES , 2005, Econometric Theory.
[12] Siegfried Hörmann,et al. Asymptotic results for the empirical process of stationary sequences , 2009 .
[13] H. Künsch. The Jackknife and the Bootstrap for General Stationary Observations , 1989 .
[14] S. N. Lahiri,et al. Effects of block lengths on the validity of block resampling methods , 2001 .
[15] H. White,et al. Automatic Block-Length Selection for the Dependent Bootstrap , 2004 .
[16] R. Beran. Prepivoting to reduce level error of confidence sets , 1987 .
[17] D. Politis,et al. Subsampling inference for the mean of heavy‐tailed long‐memory time series , 2012 .
[18] Stephen M. S. Lee,et al. Double block bootstrap confidence intervals for dependent data , 2009 .
[19] X. Shao,et al. The Dependent Wild Bootstrap , 2010 .
[20] P. Bühlmann,et al. Block length selection in the bootstrap for time series , 1999 .
[21] T. Vogelsang,et al. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP , 2011, Econometric Theory.
[22] Timothy J. Vogelsang,et al. TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS , 2011, Econometric Theory.
[23] W. Loh,et al. Calibrating Confidence Coefficients , 1987 .
[24] P. Hall. The Bootstrap and Edgeworth Expansion , 1992 .
[25] S. Lahiri. Resampling Methods for Dependent Data , 2003 .
[26] D. Politis,et al. Subsampling p-values , 2010 .
[27] P. Phillips,et al. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing , 2005 .
[28] Xiaofeng Shao,et al. Fixed-b Subsampling and Block Bootstrap: Improved Condence Sets Based on P-value Calibration , 2012, 1204.1035.
[29] Efstathios Paparoditis,et al. Tapered block bootstrap , 2001 .
[30] R. Beran. Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements , 1988 .
[31] Werner A. Stahel,et al. Robust Statistics: The Approach Based on Influence Functions , 1987 .
[32] Joseph P. Romano,et al. Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions , 1994 .
[33] Jean-Marc Azaïs,et al. On the regularity of the distribution of the maximum of one-parameter Gaussian processes , 2001 .
[34] X. Shao,et al. A self‐normalized approach to confidence interval construction in time series , 2010, 1005.2137.
[35] U. V. Naik-Nimbalkar,et al. Validity of blockwise bootstrap for empirical processes with stationary observations , 1994 .
[36] P. Bühlmann. Sieve bootstrap for time series , 1997 .
[37] On the density of the maximum of smooth Gaussian processes , 1996 .
[38] Efstathios Paparoditis,et al. The Tapered Block Bootstrap for General Statistics from Stationary Sequences , 2002 .
[39] Regina Y. Liu. Moving blocks jackknife and bootstrap capture weak dependence , 1992 .
[40] V. G. Alekseev. Nonparametric spectral density estimators , 2000 .
[41] T. Ferguson. A Course in Large Sample Theory , 1996 .