An urn-based Bayesian block bootstrap
| Data(s) |
01/01/2013
|
|---|---|
| Resumo |
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 |
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/41508/1/__ubnetapp02_user%24_brinksma_Downloads_urn-based.pdf Cirillo, Pasquale; Muliere, Pietro (2013). An urn-based Bayesian block bootstrap. METRIKA, 76(1), pp. 93-106. Springer 10.1007/s00184-011-0377-1 <http://dx.doi.org/10.1007/s00184-011-0377-1> doi:10.7892/boris.41508 info:doi:10.1007/s00184-011-0377-1 urn:issn:0026-1335 |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
http://boris.unibe.ch/41508/ |
| Direitos |
info:eu-repo/semantics/restrictedAccess |
| Fonte |
Cirillo, Pasquale; Muliere, Pietro (2013). An urn-based Bayesian block bootstrap. METRIKA, 76(1), pp. 93-106. Springer 10.1007/s00184-011-0377-1 <http://dx.doi.org/10.1007/s00184-011-0377-1> |
| Palavras-Chave | #510 Mathematics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
