𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Automatic Block-Length Selection for the Dependent Bootstrap

✍ Scribed by Politis, Dimitris N.; White, Halbert


Book ID
115473001
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
240 KB
Volume
23
Category
Article
ISSN
0747-4938

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Block length selection in the bootstrap
✍ 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