Browsing by Subject "Resampling"

Now showing items 21-25 of 25

    • Article  

      Subsampling, symmetrization, and robust interpolation 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2000)
      The recently developed subsampling methodology has been shown to be valid for the construction of large-sample confidence regions for a general unknown parameter θ under very minimal conditions. Nevertheless, in some ...
    • Article  

      Tapered block bootstrap 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2001)
      We introduce and study tapered block bootstrap methodology that yields an improvement over the well-known block bootstrap for time series of Künsch (1989). The asymptotic validity and the favourable bias properties of the ...
    • Article  

      Unit root testing via the stationary bootstrap 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Unit root testing via the stationary bootstrapAAA 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap 

      Jentsch, C.; Politis, Dimitris Nicolas (2013)
      We show that the linear process bootstrap (LPB) and the autoregressive sieve bootstrap (AR sieve) are, in general, not valid for statistics whose large-sample distribution depends on moments of order higher than two, ...