Metodebevisregistrering
Block Bootstrap
Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994).
Kilderegistrering
Citater kopieret ordret fra metodens kilderegistrering. Ingen påstandsniveauverifikation er udledt heraf.
Block Bootstrap (Moving Block and Stationary Bootstrap)
Taksonomisk metoderegistrering · regression-model / statistics
- Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241. · DOI 10.1214/aos/1176347265
- Politis, D. N., & Romano, J. P. (1994). The Stationary Bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313. · DOI 10.1080/01621459.1994.10476870
Kuraterede påstande
Påstande gemt i bevis-loggen, hver med sin egen vurdering.
Ingen kuraterede påstande endnu
Denne visning opfinder ikke en påstandsvurdering, når loggen ingen har.
Relaterede metoder
Genereret fra metodegrafen og vist som maskinelt foreslåede relationer — ingen bevispåstand er udledt.