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Subsampling Continuous Parameter Random Fields and a Bernstein Inequality

 

作者: Patrice Bertail,   Dimitris N Politis,   Nourheddine Rhomari,  

 

期刊: Statistics  (Taylor Available online 2000)
卷期: Volume 33, issue 4  

页码: 367-392

 

ISSN:0233-1888

 

年代: 2000

 

DOI:10.1080/02331880008802701

 

出版商: Taylor & Francis Group

 

关键词: Bernstein inequality;bootstrap;continuous random fields;Edgeworth expansion;generalized jackknife;strong mixing

 

数据来源: Taylor

 

摘要:

In the present paper we study the subsampling methodology for approximating the distribution of statistics estimating some unknown parameter associated with the probability distribution of a continuous parameter random field. We first obtain a new Bernstein-type inequality for dependent processes connected with strong mixing coefficients.With the help of the new inequality, we prove that subsampling continuous parameter random fields works under minimal weak dependence assumptions, and relax the (already quite weak) mixing condition that was imposed by Politis and Romano (1994) in order to show the validity of subsampling for discrete parameter random fields.

 

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