An Empirical Comparison of Block Bootstrap Methods: Traditional and Newer Ones

Journal of Data Science

article

Beste H. Beyaztas¹  Esin Firuzan² 

[1] Department of Statistics, Istanbul Medeniyet University;Department of Statistics, Dokuz Eylul University

关键词: Block bootstrap;    bootstrap;    estimation;   

DOI  :  10.6339/JDS.201610_14(4).0004

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

In this study, we compared various block bootstrap methods in terms of parameter estimation, biases and mean squared errors (MSE) of the bootstrap estimators. Comparison is based on four real-world examples and an extensive simulation study with various sample sizes, parameters and block lengths. Our results reveal that ordered and sufficient ordered non-overlapping block bootstrap methods proposed by Beyaztas et al. (2016) provide better results in terms of parameter estimation and its MSE compared to conventional methods. Also, sufficient non-overlapping block bootstrap method and its ordered version have the smallest MSE for the sample mean among the others.

【 授权许可】

CC BY