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: |
05 Dec 2022 14:28 |
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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