The tapered block bootstrap for general statistics from stationary sequences
By Efstathios Paparoditis, Dimitris Nicolas Politis. 2002
50 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/285b03669ac8b118779c56064828301059b44293
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Kengo Kato
- Victor Chernozhukov
- D. Chetverikov
- Dimitris Nicolas Politis
- Donald W. K. Andrews
- Halbert White
- Andreas Hagemann
- Andrew J. Patton
In Finance
- Victor Chernozhukov
- D. Chetverikov
- Kengo Kato
- Halbert White
- Donald W. K. Andrews
- Dimitris Nicolas Politis
- Andreas Hagemann
- Patrik Guggenberger
In Statistics and Probability
- Victor Chernozhukov
- D. Chetverikov
- Kengo Kato
- Alexandre Belloni
- Halbert White
- Whitney K. Newey
- Christian Hansen
- Dimitris Nicolas Politis
Citations in the corpus
- Inference on Causal and Structural Parameters using Many Moment Inequalities (2013, methodology): “The BMB method can be considered as a variant of the tapered block bootstrap (see Paparoditis and Politis, 2001, 2002; Andrews, 2004) applied to non-overlapping blocks with a rectangular tapering function.”
- The Block-Block Bootstrap: Improved Asymptotic Refinements (2002, background): “The tapered bootstrap of Paparoditis and Politis (2001, 2002) (PP) is another alternative to the block bootstrap.”
- Automatic Block-Length Selection for the Dependent Bootstrap (2004, background): “In particular, Politis and Romano (1995) suggest looking for the smallest integer, say m̂, after which the correlogram appears negligible, i.”