Browsing by Subject "Confidence regions"

Now showing items 1-3 of 3

    • Article  

      K-sample subsampling in general spaces: The case of independent time series 

      Politis, Dimitris Nicolas; Romano, J. P. (2010)
      The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time ...
    • Article  

      A markov chain monte carlo convergence diagnostic using subsampling 

      Giakoumatos, Stefanos G.; Vrontos, Ioannis D.; Dellaportas, Petros; Politis, Dimitris Nicolas (1999)
      A new diagnostic procedure for assessing convergence of a Markov chain Monte Carlo (MCMC) simulation is proposed. The method is based on the use of subsampling for the construction of confidence regions from asymptotically ...
    • Article  

      On Subsampling Estimators with Unknown Rate of Convergence 

      Bertail, Patrice; Politis, Dimitris Nicolas; Romano, J. P. (1999)
      Politis and Romano have put forth a general subsampling methodology for the construction of large-sample confidence regions for a general unknown parameter θ associated with the probability distribution generating the ...