Nonparametric resampling for homogeneous strong mixing random fields (Q1321988): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Dimitris N. Politis / rank | |||
Property / reviewed by | |||
Property / reviewed by: B. L. S. Prakasa Rao / rank | |||
Revision as of 05:35, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric resampling for homogeneous strong mixing random fields |
scientific article |
Statements
Nonparametric resampling for homogeneous strong mixing random fields (English)
0 references
18 September 1994
0 references
The authors extend their ``blocks of blocks'' resampling scheme for sequences, developed by them in their paper Ann. Stat. 20, No. 4, 1985- 2007 (1992; Zbl 0776.62070), to homogeneous strong mixing random fields. The method can be used to construct asymptotically correct confidence intervals for parameters depending on the whole random field, for instance, the spectral density at a point. A variation of the ``blocks of blocks'' scheme that involves ``wrapping'' the data around a torus is suggested which yields an unbiased bootstrap distribution.
0 references
blocks of blocks resampling scheme
0 references
homogeneous strong mixing random fields
0 references
asymptotically correct confidence intervals
0 references
unbiased bootstrap distribution
0 references