You are here

The Use Of Overlapping Vs. Non-Overlapping Moving Block Bootstrapping To Estimate The Variance Of A Statistic Of Dependent Data

Download pdf | Full Screen View

Date Issued:
2008
Summary:
Determining the variance of a statistic (such as the sample median) can be difficult. Various methods of Bootstrapping (re-sampling with replacement) were used to estimate variance of one or more statistics based on a single sample. This estimator was compared to the empirical estimators based on repeated simulations of various sample sizes from a given distribution. Of particular interest was which of the methods of Bootstrapping were most effective with a dependent data set. Different degrees of dependency were used for the simulations with dependent data.
Title: The Use Of Overlapping Vs. Non-Overlapping Moving Block Bootstrapping To Estimate The Variance Of A Statistic Of Dependent Data.
122 views
49 downloads
Name(s): Davis, Benjamin F.
Radulovic, Dragan, Thesis advisor
Florida Atlantic University, Degree grantor
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Date Created: 2008
Date Issued: 2008
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 80 p.
Language(s): English
Summary: Determining the variance of a statistic (such as the sample median) can be difficult. Various methods of Bootstrapping (re-sampling with replacement) were used to estimate variance of one or more statistics based on a single sample. This estimator was compared to the empirical estimators based on repeated simulations of various sample sizes from a given distribution. Of particular interest was which of the methods of Bootstrapping were most effective with a dependent data set. Different degrees of dependency were used for the simulations with dependent data.
Identifier: FA00000738 (IID)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): Includes bibliography.
Thesis (M.S.)--Florida Atlantic University, 2008.
Charles E. Schmidt College of Science
Subject(s): Bootstrap (Statistics)
Social sciences--Statistical methods
Mathematical statistics
Sampling (Statistics)
Estimation theory
Nonparametric statistics
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fau/fd/FA00000738
Sublocation: Digital Library
Use and Reproduction: Copyright © is held by the author with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.