Browsing by Subject "Strong mixing"

Now showing items 1-4 of 4

    • 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  

      Nonparametric resampling for homogeneous strong mixing random fields 

      Politis, Dimitris Nicolas; Romano, J. P. (1993)
      Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that ...
    • 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 ...
    • Article  

      Subsampling continuous parameter random fields and a Bernstein inequality 

      Bertail, Patrice; Politis, Dimitris Nicolas; Rhomari, N. (2000)
      In the present paper we study the subsampling methodology for approximating the distribution of statistics estimating some unknown parameter associated with the probability distribution of a continuous parameter random ...