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Application of Permutation to Moving Block Bootstrap
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作者 乔舰 景平 杨元 《Journal of Southwest Jiaotong University(English Edition)》 2005年第2期189-192,共4页
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 bl... 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. 展开更多
关键词 Moving block bootstrap PERMUTATION fixed block bootstrap Stationary bootstrap
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