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| RESAMPLING METHOD UNDER DEPENDENT MODELS |
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Citation： |
Shi Xiquan（施锡铨）,Liu Kejian（刘克俭）.RESAMPLING METHOD UNDER DEPENDENT MODELS[J].Chinese Annals of Mathematics B,1992,13(1):25~34 |
| Page view： 947
Net amount： 694 |
Authors： |
Shi Xiquan（施锡铨）; Liu Kejian（刘克俭） |
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| Abstract： |
As we known,the jackknife and the bootstrap methods fail for the mean of the dependent observations.Recently,the moving blocks jackknife and bootstrap have been proposed in the case of the dependent observations.for the mean of the strictly stationary and m-dependent observations,it has been proved that the proposed distribution and variance estimators are weakly consistent.This paper proves that the distribution and variance estimators are strongly consistent for the mean (and the regular functions of mean) of the strictly stationary and m-dependent or $\varphi$-mixing observations. |
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