JSM Preliminary Online Program
This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2007 Program page

Activity Number: 174
Type: Invited
Date/Time: Monday, July 30, 2007 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #307966
Title: Higher-Order Properties of Block Bootstrap Confidence Intervals
Author(s): Soumendra N. Lahiri*+
Companies: Texas A&M University
Address: 405D Blocker, College Station, TX, 77843,
Keywords: percentile-t ; coverage probability ; stationarity ; studentization ; weak dependence
Abstract:

Higher-order properties of one- and two-sided block bootstrap confidence intervals based on weakly dependent time series data will be presented. A comparison of the results with the bootstrap confidence intervals under independence will be given. In particular, effects of the studentizing factor on the accuracy of the percentile-t CIs in the dependent case will be discussed. Results from a simulation study on finite sample properties of the block bootstrap confidence intervals will also be presented.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2007 program

JSM 2007 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised September, 2007