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The Use Of Overlapping Vs. Non-Overlapping Moving Block Bootstrapping To Estimate The Variance Of A Statistic Of Dependent Data
- 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. |
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Name(s): |
Davis, Benjamin F. Radulovic, Dragan, Thesis advisor Florida Atlantic University, Degree grantor |
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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 |
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Subject(s): |
Bootstrap (Statistics) Social sciences--Statistical methods Mathematical statistics Sampling (Statistics) Estimation theory Nonparametric statistics |
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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. |