Athreya, Krishna B. ; Fukuchi, Jun-ichiro ; Lahiri, Soumendra N. (1999) On the bootstrap and the moving block bootstrap for the maximum of a stationary process Journal of Statistical Planning and Inference, 76 (1-2). pp. 1-17. ISSN 0378-3758
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...
Related URL: http://dx.doi.org/10.1016/S0378-3758(98)00140-2
Abstract
In this paper, asymptotic properties of bootstrap methods for the maximum of a stationary process are investigated. It is shown that the Efron's bootstrap provides a valid approximation to the sampling distribution of the normalized maximum only in a restricted situation, but the moving block bootstrap is successful in a more general situation.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Bootstrap; Maximum; Moving Block Bootstrap; Stationary Process |
| ID Code: | 1131 |
| Deposited On: | 05 Oct 2010 12:53 |
| Last Modified: | 12 May 2011 09:51 |
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