Translator Disclaimer
February 2009 A note on the stationary bootstrap’s variance
Daniel J. Nordman
Ann. Statist. 37(1): 359-370 (February 2009). DOI: 10.1214/07-AOS567

Abstract

Because the stationary bootstrap resamples data blocks of random length, this method has been thought to have the largest asymptotic variance among block bootstraps Lahiri [Ann. Statist. 27 (1999) 386–404]. It is shown here that the variance of the stationary bootstrap surprisingly matches that of a block bootstrap based on nonrandom, nonoverlapping blocks. This argument translates the variance expansion into the frequency domain and provides a unified way of determining variances for other block bootstraps. Some previous results on the stationary bootstrap, related to asymptotic relative efficiency and optimal block size, are also updated.

Citation

Download Citation

Daniel J. Nordman. "A note on the stationary bootstrap’s variance." Ann. Statist. 37 (1) 359 - 370, February 2009. https://doi.org/10.1214/07-AOS567

Information

Published: February 2009
First available in Project Euclid: 16 January 2009

zbMATH: 1155.62030
MathSciNet: MR2488355
Digital Object Identifier: 10.1214/07-AOS567

Subjects:
Primary: 62G05
Secondary: 62E05

Rights: Copyright © 2009 Institute of Mathematical Statistics

JOURNAL ARTICLE
12 PAGES


SHARE
Vol.37 • No. 1 • February 2009
Back to Top