Second-order correctness of the blockwise bootstrap for stationary observations
Open Access
- 1 October 1996
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 24 (5) , 1914-1933
- https://doi.org/10.1214/aos/1069362303
Abstract
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 $BC_a$ confidence interval of Efron to the a dependent case. For the proofs we extend the results of Götze and Hipp on the validity of the formal Edgeworth expansion for a sum to the studentized mean.
Keywords
This publication has 0 references indexed in Scilit: