An urn-based Bayesian block bootstrap

Cirillo, Pasquale; Muliere, Pietro (2013). An urn-based Bayesian block bootstrap. Metrika, 76(1), pp. 93-106. Springer 10.1007/s00184-011-0377-1

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Block bootstrap has been introduced in the literature for resampling dependent data, i.e. stationary processes. One of the main assumptions in block bootstrapping is that the blocks of observations are exchangeable, i.e. their joint distribution is immune to permutations. In this paper we propose a new Bayesian approach to block bootstrapping, starting from the construction of exchangeable blocks. Our sampling mechanism is based on a particular class of reinforced urn processes

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Cirillo, Pasquale

Subjects:

500 Science > 510 Mathematics

ISSN:

0026-1335

Publisher:

Springer

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

28 Feb 2014 09:50

Last Modified:

24 Oct 2019 00:50

Publisher DOI:

10.1007/s00184-011-0377-1

BORIS DOI:

10.7892/boris.41508

URI:

https://boris.unibe.ch/id/eprint/41508

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