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- Title
Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases.
- Authors
Bertail, Patrice; Politis, Dimitris N.
- Abstract
The article discusses the use of interpolation and extrapolation techniques for the improvement of performance of subsampling distribution estimators, while retaining the property of robustness of consistent distribution estimation in nonregular cases including independently and identically distributed (i.i.d.) and weakly dependent observations. The authors propose a variance estimator that can be used in constructing confidence intervals for the mean, for the strong mixing case presented.
- Subjects
INTERPOLATION; EXTRAPOLATION; STATISTICAL sampling; ESTIMATION theory; CONFIDENCE intervals
- Publication
Canadian Journal of Statistics, 2001, Vol 29, Issue 4, p667
- ISSN
0319-5724
- Publication type
Article
- DOI
10.2307/3316014