Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
نویسندگان
چکیده
منابع مشابه
Valid Resampling of Higher Order Statistics Using Linear Process Bootstrap and Autoregressive Sieve Bootstrap
Abstract. In this paper we show that the linear process bootstrap (LPB) and the autoregressive sieve bootstrap (AR sieve) fail in general for statistics whose large-sample distribution depends on higher order features of the dependence structure rather than just on autocovariances. We discuss why this is still the case under linearity if it does not come along with causality and invertibility w...
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the bmj | BMJ 2015;350:h2622 | doi: 10.1136/bmj.h2622 1Department of Health Sciences, University of York, York YO10 5DD, UK 2Centre for Statistics in Medicine, Nuffield Department of Orthopaedics, Rheumatology and Musculoskeletal Sciences, University of Oxford, Oxford OX3 7LD, UK; Correspondence to: J M Bland [email protected] Cite this as: BMJ 2015;350:h2622 doi: 10.1136/bmj.h2622 Statis...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2013
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2012.698781