Construct · 1 fields · 1 citations

moving block bootstrap: a standalone construct

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Statistics

a bootstrap for dependent data that resamples overlapping blocks of consecutive observations so that short-range dependence is preserved.

In statistics, moving block bootstrap refers to a bootstrap for dependent data that resamples overlapping blocks of consecutive observations so that short-range dependence is preserved. This meaning comes from Kunsch (1989) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

block3 fields · 6 citationsjingle · one word, three constructs bootstrap3 fields · 3 citationsjingle · one word, three constructs dependence4 fields · 5 citationsjingle · one word, four constructs

References

Kunsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. The Annals of Statistics, 17(3). https://doi.org/10.1214/aos/1176347265

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