Second-order correctness of the blockwise bootstrap for stationary observations

• 成果类型: Article
• 署名作者: Gotze, F; Kunsch, HR
• 署名单位: Swiss Federal Institutes of Technology Domain; ETH Zurich
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1914-1933
• 关键词: asymptotic expansions; confidence-intervals; jackknife; sums

摘要

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 BCa confidence interval of Efron to the dependent case. For the proofs we extend the results of Gotze and Hipp on the validity of the formal Edgeworth expansion for a sum to the studentized mean.