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Application of Permutation to Moving Block Bootstrap

Qiao Jian Jing Ping Yang Yuan

西南交通大学学报（英文版）2005，Vol.13Issue(2)：189-192,4.

Application of Permutation to Moving Block Bootstrap

Qiao Jian ¹Jing Ping ¹Yang Yuan²

作者信息

1. Department of Mathematics, China University of Mining and Technology, Beijing 100083, China
2. Library, Southuwest Jiaotong University , Chengdu 610031, China
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摘要

Abstract

The method of permutation is introduced for the block resampling of moving block bootstrap, and is compard with the fixed block bootstrap and stationary bootstrap. Simulations are proformed, which verify that the block re sampling of moving block bootstrap with permutation can effectively eliminate the number of abnormal data in the resampled data set and reduce the resampling errors of estimation.

关键词

Moving block bootstrap/Permutation: Fixed block bootstrap: Stationary bootstrap

Key words

Moving block bootstrap/Permutation: Fixed block bootstrap: Stationary bootstrap

分类

信息技术与安全科学

引用本文复制引用

Qiao Jian,Jing Ping,Yang Yuan..Application of Permutation to Moving Block Bootstrap[J].西南交通大学学报（英文版）,2005,13(2):189-192,4.

基金项目

The National Science Foundation of China (No. 10372112). （No. 10372112）

西南交通大学学报（英文版）

ISSN：2662-4745

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