A note on the stationary bootstrap's variance
| dc.creator | Nordman, Daniel J. | |
| dc.date | 2009-03-03 | |
| dc.date.accessioned | 2026-07-07T12:48:37Z | |
| dc.date.available | 2026-07-07T12:48:37Z | |
| dc.description | Because the stationary bootstrap resamples data blocks of random length, this method has been thought to have the largest asymptotic variance among block bootstraps Lahiri [Ann. Statist. 27 (1999) 386--404]. It is shown here that the variance of the stationary bootstrap surprisingly matches that of a block bootstrap based on nonrandom, nonoverlapping blocks. This argument translates the variance expansion into the frequency domain and provides a unified way of determining variances for other block bootstraps. Some previous results on the stationary bootstrap, related to asymptotic relative efficiency and optimal block size, are also updated. | |
| dc.description | Published in at http://dx.doi.org/10.1214/07-AOS567 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0903.0474 | |
| dc.identifier | http://arxiv.org/abs/0903.0474 | |
| dc.identifier | Annals of Statistics 2009, Vol. 37, No. 1, 359-370 | |
| dc.identifier | doi:10.1214/07-AOS567 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/222119 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G05 (Primary) 62E05 (Secondary) | |
| dc.title | A note on the stationary bootstrap's variance | |
| dc.type | text |