Second order optimality of stationary bootstrap

Soumendra Nath Lahiri

doi:10.1016/0167-7152(91)90045-S

Second order optimality of stationary bootstrap

Soumendra Nath Lahiri

Institute of Clinical and Translational Sciences (ICTS)

Research output: Contribution to journal › Article › peer-review

46 Scopus citations

Abstract

This paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.

Original language	English
Pages (from-to)	335-341
Number of pages	7
Journal	Statistics and Probability Letters
Volume	11
Issue number	4
DOIs	https://doi.org/10.1016/0167-7152(91)90045-S
State	Published - Apr 1991

Keywords

Bootstrap
Edgeworth expansion
normalized sample mean
stationarity
weak dependence

Access to Document

10.1016/0167-7152(91)90045-S

Cite this

@article{0958069c3070470b9339a7ef5ee3e75d,

title = "Second order optimality of stationary bootstrap",

abstract = "This paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.",

keywords = "Bootstrap, Edgeworth expansion, normalized sample mean, stationarity, weak dependence",

author = "Lahiri, \{Soumendra Nath\}",

year = "1991",

month = apr,

doi = "10.1016/0167-7152(91)90045-S",

language = "English",

volume = "11",

pages = "335--341",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

number = "4",

}

TY - JOUR

T1 - Second order optimality of stationary bootstrap

AU - Lahiri, Soumendra Nath

PY - 1991/4

Y1 - 1991/4

N2 - This paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.

AB - This paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.

KW - Bootstrap

KW - Edgeworth expansion

KW - normalized sample mean

KW - stationarity

KW - weak dependence

UR - https://www.scopus.com/pages/publications/0003158522

U2 - 10.1016/0167-7152(91)90045-S

DO - 10.1016/0167-7152(91)90045-S

M3 - Article

AN - SCOPUS:0003158522

SN - 0167-7152

VL - 11

SP - 335

EP - 341

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

Second order optimality of stationary bootstrap

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this