期刊文献+

Application of Permutation to Moving Block Bootstrap

Application of Permutation to Moving Block Bootstrap
下载PDF
导出
摘要 The method of permutation is introduced for the block re, sampling of moving block bootstrap, and is compard with the fixed block bootstrap and stationary bootstrap. Simulations are proformed, which verify that the block resampling of moving block bootstrap with permutation can effectively eliminete the number of abnormal data in the resampled data set and reduce the resampling errors of estimation. The method of permutation is introduced for the block re, sampling of moving block bootstrap, and is compard with the fixed block bootstrap and stationary bootstrap. Simulations are proformed, which verify that the block resampling of moving block bootstrap with permutation can effectively eliminete the number of abnormal data in the resampled data set and reduce the resampling errors of estimation.
出处 《Journal of Southwest Jiaotong University(English Edition)》 2005年第2期189-192,共4页 西南交通大学学报(英文版)
基金 TheNationalScienceFoundationofChina(No.10372112).
关键词 Moving block bootstrap PERMUTATION Fixed block bootstrap Stationary bootstrap Moving block bootstrap Permutation Fixed block bootstrap Stationary bootstrap
  • 相关文献

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部