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Thread: Bootstrapping Dependent Data

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    Bootstrapping Dependent Data



    Is there any bootstrapping procedure for dependent data which is not based on any specific model?

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    RotParaTon
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    Re: Bootstrapping Dependent Data

    In the case of dependent data I know the block bootstrap is often employed. The basic idea being that you break the data into blocks and then you sample blocks. This retains some of the dependent structure while allowing you to bootstrap. You'll probably want to look more into the details though...

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    Re: Bootstrapping Dependent Data


    I went through the block bootstrap (and moving block bootstrap). Both are quite appealing to me. Thanks for the info. Anyway, do anyone has any idea of what is quasi-bootstrap and its difference from the block bootstrap?

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