| Application of Permutation to Moving Block Bootstrap |
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| 作者姓名： | 乔舰 景平 杨元 |
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| 作者单位： | [1]Department of Mathematics, China University of Mining and Technology, Beijing 100083, China [2]Library, Southwest Jiaotong University, Chengdu 610031, China |
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| 基金项目： | The National Science Foundation of China （No. 10372112）. |
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| 摘 要： |
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| 关 键 词： | 统计学 数据处理 误差分析 数理统计 |
| 文章编号： | 1005-2429（2005）02-0189-04 |
| 收稿时间： | 2004-12-21 |
Application of Permutation to Moving Block Bootstrap |
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| Qiao Jian,Jing Ping,Yang Yuan.Application of Permutation to Moving Block Bootstrap[J].Journal of Southwest Jiaotong University,2005,13(2):189-192. |
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| Authors: | Qiao Jian Jing Ping Yang Yuan |
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| Abstract: | 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. |
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| Keywords: | Moving block bootstrap Permutation Fixed block bootstrap Stationary bootstrap |
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