dc.contributor.author | Bertail, Patrice | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Bertail, Patrice | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:33:58Z | |
dc.date.available | 2019-12-02T10:33:58Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56519 | |
dc.description.abstract | 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 estimators may sometimes be inefficient (in the case of the sample mean of i.i.d. data, for instance) as compared to alternative estimators such as the bootstrap and/or the asymptotic normal distribution (with estimated variance). The authors investigate here the extent to which the performance of subsampling distribution estimators can be improved by interpolation and extrapolation techniques, while at the same time retaining the robustness property of consistent distribution estimation even in nonregular cases | en |
dc.description.abstract | both i.i.d. and weakly dependent (mixing) observations are considered. | en |
dc.source | Canadian Journal of Statistics | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0035527930&partnerID=40&md5=b1c746eb74e7a8b3211f756448c9cc3c | |
dc.subject | Interpolation | en |
dc.subject | Extrapolation | en |
dc.subject | Bootstrap | en |
dc.subject | Subsampling | en |
dc.subject | Confidence limits | en |
dc.subject | Large sample inference | en |
dc.title | Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases | en |
dc.type | info:eu-repo/semantics/article | |
dc.description.volume | 29 | |
dc.description.issue | 4 | |
dc.description.startingpage | 667 | |
dc.description.endingpage | 680 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :3</p> | en |
dc.source.abbreviation | Can.J.Stat. | en |
dc.contributor.orcid | Bertail, Patrice [0000-0002-6011-3432] | |
dc.gnosis.orcid | 0000-0002-6011-3432 | |