Second order optimality of stationary bootstrap
AbstractThis paper proves the second order correctness of the stationary bootstrap procedure for normalized, multivariate sample mean of weakly dependent observations. Similar results are shown to hold also for more general vector valued statistics based on sample means.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 11 (1991)
Issue (Month): 4 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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