Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences

Todd A. Kuffner; Stephen M. S. Lee; G. A. Young

doi:10.1111/anzs.12206

Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences

Australian & New Zealand Journal of Statistics ◽

10.1111/anzs.12206 ◽

2018 ◽

Vol 60 (1) ◽

pp. 103-114 ◽

Cited By ~ 1

Author(s):

Todd A. Kuffner ◽

Stephen M. S. Lee ◽

G. A. Young

Keyword(s):

Variance Estimation ◽

Block Bootstrap ◽

Weakly Dependent Sequences ◽

Sample Quantiles ◽

Weakly Dependent

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The Bahadur representation of sample quantiles for weakly dependent sequences

Stochastics ◽

10.1080/17442508.2015.1085537 ◽

2015 ◽

Vol 88 (3) ◽

pp. 428-436 ◽

Cited By ~ 4

Author(s):

Yiwei Wang ◽

Wenzhi Yang ◽

Shuhe Hu

Keyword(s):

Bahadur Representation ◽

Weakly Dependent Sequences ◽

Sample Quantiles ◽

Weakly Dependent

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The Central Limit Theorem for Some Weakly Dependent Sequences

Theory of Probability and Its Applications ◽

10.1137/1115073 ◽

1970 ◽

Vol 15 (4) ◽

pp. 649-666 ◽

Cited By ~ 3

Author(s):

V. F. Gaposhkin

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

The Central Limit Theorem ◽

Weakly Dependent Sequences ◽

Weakly Dependent

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Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences

ESAIM Probability and Statistics ◽

10.1051/ps:2005003 ◽

2005 ◽

Vol 9 ◽

pp. 38-73 ◽

Cited By ~ 3

Author(s):

Jérôme Dedecker ◽

Sana Louhichi

Keyword(s):

Finite Variance ◽

Infinitely Divisible Distributions ◽

Infinitely Divisible ◽

Weakly Dependent Sequences ◽

Weakly Dependent

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A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences

Communications for Statistical Applications and Methods ◽

10.5351/csam.2014.21.3.245 ◽

2014 ◽

Vol 21 (3) ◽

pp. 245-251 ◽

Cited By ~ 2

Author(s):

Eunju Hwang ◽

Dong Wan Shin

Keyword(s):

Exponential Inequalities ◽

Weakly Dependent Sequences ◽

Weakly Dependent

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On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient

Stochastic Processes and their Applications ◽

10.1016/0304-4149(92)90034-n ◽

1992 ◽

Vol 42 (2) ◽

pp. 181-193 ◽

Cited By ~ 8

Author(s):

Magda Peligrad

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Strong Mixing ◽

Mixing Coefficient ◽

The Central Limit Theorem ◽

Weakly Dependent Sequences ◽

Weakly Dependent

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A Thinned Block Bootstrap Variance Estimation Procedure for Inhomogeneous Spatial Point Patterns

Journal of the American Statistical Association ◽

10.1198/016214507000000879 ◽

2007 ◽

Vol 102 (480) ◽

pp. 1377-1386 ◽

Cited By ~ 33

Author(s):

Yongtao Guan ◽

Ji Meng Loh

Keyword(s):

Variance Estimation ◽

Estimation Procedure ◽

Block Bootstrap ◽

Point Patterns ◽

Spatial Point ◽

Spatial Point Patterns

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Variance estimation for sample quantiles using them out ofn bootstrap

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02507026 ◽

2005 ◽

Vol 57 (2) ◽

pp. 279-290 ◽

Cited By ~ 13

Author(s):

K. Y. Cheung ◽

Stephen M. S. Lee

Keyword(s):

Variance Estimation ◽

Sample Quantiles

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The central limit theorem for summability methods of some weakly dependent sequences

Statistics & Probability Letters ◽

10.1016/0167-7152(87)90070-8 ◽

1987 ◽

Vol 5 (2) ◽

pp. 143-147

Author(s):

Ken-ichi Yoshihara ◽

Hiroshi Takahata

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

The Central Limit Theorem ◽

Summability Methods ◽

Weakly Dependent Sequences ◽

Weakly Dependent

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A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables

The Annals of Probability ◽

10.1214/aop/1176993379 ◽

1984 ◽

Vol 12 (1) ◽

pp. 141-153 ◽

Cited By ~ 151

Author(s):

Norbert Herrndorf

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Random Variables ◽

Functional Central Limit Theorem ◽

Weakly Dependent Sequences ◽

Functional Central Limit ◽

Weakly Dependent

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Abrupt change in mean using block bootstrap and avoiding variance estimation

Computational Statistics ◽

10.1007/s00180-017-0785-4 ◽

2017 ◽

Vol 33 (1) ◽

pp. 413-441 ◽

Cited By ~ 2

Author(s):

Barbora Peštová ◽

Michal Pešta

Keyword(s):

Variance Estimation ◽

Abrupt Change ◽

Block Bootstrap ◽

Change In Mean

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