Browsing by Author "Romano, J. P."

Now showing items 1-16 of 16

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      BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION 

      Politis, Dimitris Nicolas; Romano, J. P. (1995)
      Abstract. The theory of nonparametric spectral density estimation based on an observed stretch X1,…, XN from a stationary time series has been studied extensively in recent years. However, the most popular spectral estimators, ...
    • Article  

      Bootstrap confidence bands for spectra and cross-spectra 

      Politis, Dimitris Nicolas; Romano, J. P.; Lai, T. -L (1992)
      A new nonparametric method for setting confidence intervals and confidence bands for spectra and cross-spectra of stationary weakly dependent time series is presented. The proposed methodology involves using a bootstrap ...
    • Article  

      Bootstrap technology and applications 

      Lbger, C.; Politis, Dimitris Nicolas; Romano, J. P. (1992)
      Bootstrap resampling methods have emerged as powerful tools for constructing inferential procedures in modern statistical data analysis. Although these methods depend on the availability of fast, inexpensive computing, ...
    • Article  

      Inference for autocorrelations in the possible presence of a unit root 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2004)
      We consider the problem of making inference for the autocorrelations of a time series in the possible presence of a unit root. Even when the underlying series is assumed to be strictly stationary, the robustness against a ...
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      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  

      Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order 

      Politis, Dimitris Nicolas; Romano, J. P. (1999)
      The problem of nonparametric estimation of a multivariate density function is addressed. In particular, a general class of estimators with favorable asymptotic performance (bias, variance, rate of convergence) is proposed. ...
    • 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 flat-top kernel spectral density estimators for homogeneous random fields 

      Politis, Dimitris Nicolas; Romano, J. P. (1996)
      The problem of nonparametric estimation of the spectral density function of a partially observed homogeneous random field is addressed. In particular, a class of estimators with favorable asymptotic performance (bias, ...
    • 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  

      On the asymptotic theory of subsampling 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2001)
      A general approach to constructing confidence intervals by subsampling was presented in Politis and Romano (1994). The crux of the method is recomputing a statistic over subsamples of the data, and these recomputed values ...
    • Article  

      On the sample variance of linear statistics derived from mixing sequences 

      Politis, Dimitris Nicolas; Romano, J. P. (1993)
      In a sample X1,...,XN, independently and identically distributed with distribution F, a linear statistic T ̄=(1/N)∑Ni=1Ti can be defined, where Ti=ø(Xi), and ø(·) is some function. For this statistics, a 'natural' nonparametric ...
    • Article  

      The stationary bootstrap 

      Politis, Dimitris Nicolas; Romano, J. P. (1994)
      This article introduces a resampling procedure called the stationary bootstrap as a means of calculating standard errors of estimators and constructing confidence regions for parameters based on weakly dependent stationary ...
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      Subsampling for heteroskedastic time series 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (1997)
      In this article, a general theory for the construction of confidence intervals or regions in the context of heteroskedastic-dependent data is presented. The basic idea is to approximate the sampling distribution of a ...
    • Article  

      Subsampling Inference with K Populations and a Non-standard Behrens-Fisher Problem 

      McMurry, T. L.; Politis, Dimitris Nicolas; Romano, J. P. (2012)
      We revisit the methodology and historical development of subsampling, and then explore in detail its use in hypothesis testing, an area which has received surprisingly modest attention. In particular, the general set-up ...
    • 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  

      Weak convergence of dependent empirical measures with application to subsampling in function spaces 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (1999)
      Consider the problem of inference for a parameter of a stationary time series, where the parameter takes values in a metric space (such as a function space). In this paper, we develop asymptotic theory based on subsampling ...