Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10005823101
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de/10010833233
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de/10011441837
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de/10011490345
This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Louhichi (1999). We investigate properties of smooth and rough subsampling estimators for distributions of converging...
Persistent link: https://www.econbiz.de/10013137537