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A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods

✍ Scribed by S.N. Lahiri; K. Furukawa; Y.-D. Lee

Book ID
108275844
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
798 KB
Volume
4
Category
Article
ISSN
1572-3127

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✍ Peter BΓΌhlmann; Hans R KΓΌnsch πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 379 KB

The blockwise bootstrap is a modiΓΏcation of Efron's bootstrap designed to give correct results for dependent stationary observations. One drawback of the method is that it depends critically on a block length which has to be chosen by the user. Here we propose a fully data-driven method to select th