Second order optimality of stationary bootstrap

Soumendra Nath Lahiri

Statistics & Probability Letters, 1991, vol. 11, issue 4, 335-341

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; stationarity; weak; dependence; normalized; sample; mean (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (10)

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