On the asymptotic theory of subsampling

DN Politis, JP Romano, M Wolf - Statistica Sinica, 2001 - JSTOR
A general approach to constructing confidence intervals by subsampling was presented in
Politis and Romano (1994). The crux of the method is recomputing a statistic over …

[图书][B] Subsampling in the IID Case

DN Politis, JP Romano, M Wolf, DN Politis, JP Romano… - 1999 - Springer
In this chapter, a general theory for the construction of confidence intervals or regions is
presented. Much of what is presented is extracted from Politis and Romano (1992c, 1994b) …

On subsampling estimators with unknown rate of convergence

P Bertail, DN Politis, JP Romano - Journal of the American …, 1999 - Taylor & Francis
Politis and Romano have put forth a general subsampling methodology for the construction
of large-sample confidence regions for a general unknown parameter θ associated with the …

Subsampling for heteroskedastic time series

DN Politis, JP Romano, M Wolf - Journal of Econometrics, 1997 - Elsevier
In this article, a general theory for the construction of confidence intervals or regions in the
context of heteroskedastic-dependent data is presented. The basic idea is to approximate …

On the uniform asymptotic validity of subsampling and the bootstrap

JP Romano, AM Shaikh - 2012 - projecteuclid.org
On the uniform asymptotic validity of subsampling and the bootstrap Page 1 The Annals of
Statistics 2012, Vol. 40, No. 6, 2798–2822 DOI: 10.1214/12-AOS1051 © Institute of …

SUBSAMPLING AND JACKKNIFING

S Wu, X Zhu, H Wang - Statistica Sinica, 2023 - JSTOR
Modern statistical analysis often involves large data sets, for which conventional estimation
methods are not suitable, owing to limited computational resources. To solve this problem …

Large sample confidence regions based on subsamples under minimal assumptions

DN Politis, JP Romano - The Annals of Statistics, 1994 - JSTOR
In this article, the construction of confidence regions by approximating the sampling
distribution of some statistic is studied. The true sampling distribution is estimated by an …

Window subsampling of estimating functions with application to regression models

PJ Heagerty, T Lumley - Journal of the American Statistical …, 2000 - Taylor & Francis
We propose a subsampling method for estimating the asymptotic standard error of a statistic
β n that is the solution to an estimating equation 1/n Σn j= 1 Uj (Y j Xj, β)= 0 where the data Yj …

Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators

DWK Andrews, P Guggenberger - Journal of Econometrics, 2009 - Elsevier
Subsampling and the m out of n bootstrap have been suggested in the literature as methods
for carrying out inference based on post-model selection estimators and shrinkage …

Regression estimators with subsampling of nonrespondents

PSRS Rao - Data quality control theory and pragmatics, 1991 - dl.acm.org
Regression estimators with subsampling of nonrespondents | Data quality control theory and
pragmatics skip to main content ACM Digital Library home ACM home Google, Inc. (search) …