Resampling

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik
Additional contact information
Jan Beran: University of Konstanz, Dept. of Mathematics and Statistics
Yuanhua Feng: University of Paderborn, Faculty of Business Administration and Economics
Sucharita Ghosh: Swiss Federal Research Institute WSL
Rafal Kulik: University of Ottawa, Dept. of Mathematics and Statistics

Chapter Chapter 10 in Long-Memory Processes, 2013, pp 771-795 from Springer

Abstract: Abstract Resampling or bootstrap methods refer to techniques where statistical inference is based on a simulated distribution of a statistic T n obtained by resampling from an observed sample X 1,…,X n . Inference of this type is always conditional on the sample. In the most general version, no model assumptions are used except for global conditions such as stationarity, existence of some moments, etc. In the most restricted version, a parametric model is specified and resampling is used only as a simple way of obtaining an approximate distribution of T n . Note that different terms such as ‘bootstrap’, ‘resampling’, ‘subsampling’, etc. are used in the literature for different variations of the same general idea. Since there does not seem to be a unified terminology, we use ‘resampling’ and ‘bootstrap’ as synonyms.

Keywords: Asymptotic Distribution; Block Length; Bootstrap Procedure; Empirical Distribution Function; Autocovariance Function (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-35512-7_10

Ordering information: This item can be ordered from
http://www.springer.com/9783642355127

DOI: 10.1007/978-3-642-35512-7_10

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().