Current Search: Davis, Benjamin F. (x)
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Title
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The Use Of Overlapping Vs. Non-Overlapping Moving Block Bootstrapping To Estimate The Variance Of A Statistic Of Dependent Data.
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Creator
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Davis, Benjamin F., Radulovic, Dragan, Florida Atlantic University
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Abstract/Description
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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...
Show moreDetermining 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.
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Date Issued
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2008
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PURL
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http://purl.flvc.org/fau/fd/FA00000738
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Subject Headings
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Bootstrap (Statistics), Social sciences--Statistical methods, Mathematical statistics, Sampling (Statistics), Estimation theory, Nonparametric statistics
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Format
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Document (PDF)
