2ND-ORDER OPTIMALITY OF STATIONARY BOOTSTRAP

被引：35

作者：

LAHIRI, SN ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50011

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 11卷 / 04期

关键词：

BOOTSTRAP; EDGEWORTH EXPANSION; STATIONARITY; WEAK DEPENDENCE; NORMALIZED SAMPLE MEAN;

D O I：

10.1016/0167-7152(91)90045-S

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：335 / 341

页数：7

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