Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
Authors:
Patrice Bertail a;
Dimitris N. Politis b;
Nourheddine Rhomari c
| Affiliations: | a Universit Paris X and INRA, Paris, France |
| b University of California at San Diego La Jolla, USA | |
c Universit Mohamed 1, Oujda, Morocco |
DOI:
10.1080/02331880008802701
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
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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| Keywords: Bernstein inequality; bootstrap; continuous random fields; Edgeworth expansion; generalized jackknife; strong mixing |
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