Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Iterative bootstrap"
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Fixed b subsampling and the block bootstrap: Improved confidence sets based on p-value calibration
(2013)Subsampling and block-based bootstrap methods have been used in a wide range of inference problems for time series. To accommodate the dependence, these resampling methods involve a bandwidth parameter, such as the subsampling ...