Another look at the disjoint blocks bootstrap

• Autores: Dragan Radulovic
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 18, Nº. 1, 2009, págs. 195-212
• Idioma: inglés
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• Resumen

  • We revisit the Disjoint Blocks Bootstrap and establish Empirical Central Limit Theorem under minimal conditions. This result is much more general than similar results for the Moving Blocks Bootstrap and nicely complements the results for independent variables. We perform a comprehensive numerical study comparing these two methods.