Abstract #301600

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JSM 2003 Abstract #301600
Activity Number: 244
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301600
Title: Subsampling Under Weak Dependence Conditions
Author(s): Stephanie Dupoiron*+
Companies: ENSAE
Address: 3 Ave. Pierre Larousse, Malakoff Cedex, , 92245, France
Keywords: subsampling ; weak dependence ; stationary sequences ; central limit theorem
Abstract:

In this work, subsampling estimators of a real or functional parameter are considered. The method is applied to sequences of random variables that satisfy a new form of weak dependence that encompasses mixing as well as positively dependent sequences. The wide range of time series models liable to satisfy this condition gives full interest to this subsampling methodology. Two examples are examined thoroughly: the mean estimator and the density kernel estimator are consistently replaced by the empirical subsample statistic. The weak dependence rates are computed in both cases.

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