Browsing by Subject "Resampling"

Now showing items 1-20 of 25

    • Article  

      Automatic Block-Length Selection for the Dependent Bootstrap 

      Politis, Dimitris Nicolas; White, H. (2004)
      We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, ...
    • Conference Object  

      Bootstrap confidence intervals in nonparametric regression without an additive model 

      Politis, Dimitris Nicolas (Springer New York LLC, 2014)
      The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
    • Article  

      Bootstrap hypothesis testing in regression models 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The paper investigates how the particular choice of residuals used in a bootstrap-based testing procedure affects the properties of the test. The properties of the tests are investigated both under the null and under the ...
    • 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  

      Bootstrapping unit root tests for autoregressive time series 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)
      The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is ...
    • Article  

      A functional wavelet-kernel approach for time series prediction 

      Antoniadis, Anestis; Paparoditis Efstathios, E.; Sapatinas, Theofanis (2006)
      We consider the prediction problem of a time series on a whole time interval in terms of its past. The approach that we adopt is based on functional kernel nonparametric regression estimation techniques where observations ...
    • Article  

      A generalized block bootstrap for seasonal time series 

      Dudek, Anna E.; Leśkow, J.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2014)
      When time-series data contain a periodic/seasonal component, the usual block bootstrap procedures are not directly applicable. We propose a modification of the block bootstrap - the generalized seasonal block bootstrap ...
    • Article  

      The Impact of Bootstrap Methods on Time Series Analysis 

      Politis, Dimitris Nicolas (2003)
      Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research on bootstrap methods for independent data - mainly i.i.d. or regression set-ups. By contrast, in the 1990s much research was directed ...
    • Article  

      Large-sample inference in the general AR(1) model 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      Large-sample inference in the general AR(1) modelAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      The situation where the available data arise from a general AR(1) model is discussed, and two new avenues for constructing confidence intervals for the unknown autoregressive root are proposed, one based on a Central Limit ...
    • Article  

      Local block bootstrap for inhomogeneous Poisson marked point processes 

      Garner, W.; Politis, Dimitris Nicolas (2018)
      The asymptotic theory for the sample mean of a marked point process in d dimensions is established, allowing for the possibility that the underlying Poisson point process is inhomogeneous. A novel local block bootstrap ...
    • Article  

      The local bootstrap for kernel estimators under general dependence conditions 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      We consider the problem of estimating the distribution of a nonparametric (kernel) estimator of the conditional expectation g(Greek cursive chi
    • Article  

      The local bootstrap for kernel estimators under general dependence conditionsAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2000)
      We consider the problem of estimating the distribution of a nonparametric (kernel) estimator of the conditional expectation g(Greek cursive chi
    • Article  

      The local bootstrap for Markov processes 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2002)
      A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations ...
    • Article  

      The local bootstrap for Markov processesAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2002)
      A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations ...
    • Article  

      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 ...
    • 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  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • 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 ...