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Journal of Nonparametric Statistics Volume 24, 2012 - Issue 2
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Original Articles

Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean

Dragan Radulović Department of Mathematics, Florida Atlantic University, Glades Road 777, Boca Raton, FL, USACorrespondence[email protected]
Pages 343-357 | Received 09 Sep 2008, Accepted 25 Jan 2010, Published online: 24 Jan 2012

Citations (5)

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Read on this site (1)

Dominik Wied. (2017) A nonparametric test for a constant correlation matrix. Econometric Reviews 36:10, pages 1157-1172.
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Articles from other publishers (4)

Johannes Tewes, Dimitris N. Politis & Daniel J. Nordman. (2019) Convolved subsampling estimation with applications to block bootstrap. The Annals of Statistics 47:1.
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Sebastian Schweer & Cornelia Wichelhaus. (2015) Nonparametric estimation of the service time distribution in the discrete-time queue with partial information . Stochastic Processes and their Applications 125:1, pages 233-253.
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Farid El Ktaibi, B. Gail Ivanoff & Neville C. Weber. (2014) Bootstrapping the empirical distribution of a linear process. Statistics & Probability Letters 93, pages 134-142.
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Dominik Wied. (2013) A Nonparametric Test for a Constant Correlation Matrix. SSRN Electronic Journal.
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