Browsing Faculté des arts et des sciences by Author "WHITE, Halbert"
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The Bootstrap of Mean for Dependent Heterogeneous Arrays
Gonçalves, Sílvia; WHITE, Halbert (Université de Montréal. Département de sciences économiques., 2001)Presently, conditions ensuring the validity of bootstrap methods for the sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are unknown. Here we establish the validity of the bootstrap in this context, ...