Properties of Block Bootstrap Methods for the Sample Mean
In this chapter, we study the first-order properties of the MBB, the NBB, the CBB, and the SB for the sample mean. Note that for the first three block bootstrap methods, the block length is nonrandom. In Section 3.2, we establish consistency of these block bootstrap methods for variance and distribution function estimations for the sample mean. The SB method uses a random block length and hence, requires a somewhat different treatment. We study consistency properties of the SB method for the sample mean in Section 3.3.
KeywordsRandom Vector Block Length Block Bootstrap Bootstrap Estimator Distribution Function Estimation
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