Browsing by Author "Bertail, Patrice"
Now showing items 1-6 of 6
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Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
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Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
Bertail, Patrice; Politis, Dimitris Nicolas (2001)Politis & Romano (1994) proposed a general subsampling methodology for the construction of large-sample confidence regions for an arbitrary parameter under minimal conditions. Nevertheless, the subsampling distribution ...
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Moderate deviations in subsampling distribution estimation
Bertail, Patrice; Gamst, A.; Politis, Dimitris Nicolas (2001)In Politis and Romano (1994) the subsampling methodology was put forth for approximating the sampling distribution (and the corresponding quantiles) of general statistics from i.i.d. and stationary data. In this note, we ...
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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 ...
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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 ...
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, C.; Politis, Dimitris Nicolas; White, H. (2004)In this paper we propose a subsampling estimator for the distribution of statistics diverging at either known or unknown rates when the underlying time series is strictly stationary and strong mixing. Based on our results ...