Second-order correctness of the blockwise bootstrap for stationary observations
Götze, F. ; Künsch, H. R.
Ann. Statist., Tome 24 (1996) no. 6, p. 1914-1933 / Harvested from Project Euclid
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We show that the blockwise bootstrap approximation for the distribution of a studentized statistic computed from dependent data is second-order correct provided we choose an appropriate variance estimator. We also show how to adapt the $BC_a$ confidence interval of Efron to the a dependent case. For the proofs we extend the results of Götze and Hipp on the validity of the formal Edgeworth expansion for a sum to the studentized mean.
Publié le : 1996-10-14
Classification:  Resampling,  Edgeworth expansion,  studentization,  $BC_a$ confidence interval,  time series,  dependent data,  strong mixing,  62M10,  62G15,  62E20 
@article{1069362303,
     author = {G\"otze, F. and K\"unsch, H. R.},
     title = {Second-order correctness of the blockwise bootstrap for stationary observations},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 1914-1933},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069362303}
}

Götze, F.; Künsch, H. R. Second-order correctness of the blockwise bootstrap for stationary observations. Ann. Statist., Tome 24 (1996) no. 6, pp.  1914-1933. http://gdmltest.u-ga.fr/item/1069362303/