Moving block bootstrap for analyzing longitudinal data

DOI10.1080/03610926.2013.766341MaRDI QIDQ5259117zbMATH OpenOpenAlexWikidataFDO

Authors Hyunsu Ju

Publication date 24 June 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4443935

zbMATH Keywords

longitudinal studymoving block bootstrap

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40)

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Cites work

• Bootstrap methods: another look at the jackknife
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• Improving generalised estimating equations using quadratic inference functions
• Longitudinal data analysis using generalized linear models
• Normal approximation and asymptotic expansions.
• On Edgeworth expansion and moving block bootstrap for Studentized M-estimators in multiple linear regression models
• On blocking rules for the bootstrap with dependent data
• On the asymptotic accuracy of Efron's bootstrap
• Sieve bootstrap for time series
• The tapered block bootstrap for general statistics from stationary sequences

Cited in

(5)

• An alternative bootstrap to moving blocks for time series regression models
• Bootstrapping longitudinal data with multiple levels of variation
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• Personalized dynamic super learning: an application in predicting hemodiafiltration convection volumes
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