Nonparametric resampling for homogeneous strong mixing random fields (Q1321988): Difference between revisions
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Revision as of 05:35, 10 February 2024
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English | Nonparametric resampling for homogeneous strong mixing random fields |
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Nonparametric resampling for homogeneous strong mixing random fields (English)
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18 September 1994
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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.
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blocks of blocks resampling scheme
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homogeneous strong mixing random fields
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asymptotically correct confidence intervals
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unbiased bootstrap distribution
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