Title of article
Optimum Block Size in Separate Block Bootstrap to Estimate the Variance of Sample Mean for Lattice Data
Author/Authors
Iranpanah، N. نويسنده 2Department of Statistics, Faculty of Science, University of Isfahan, Isfahan, Islamic Republic of Iran , , Mohammadzadeh، M. نويسنده ,
Issue Information
فصلنامه با شماره پیاپی 0 سال 2009
Pages
10
From page
355
To page
364
Abstract
The statistical analysis of spatial data is usually done under Gaussian assumption for the underlying random field model. When this assumption is not satisfied, block bootstrap methods can be used to analyze spatial data. One of the crucial problems in this setting is specifying the block sizes. In this paper, we present asymptotic optimal block size for separate block bootstrap to estimate the variance of sample mean for spatial lattice data, using minimization of asymptotic mean square error of the estimator. Further, an empirical method has been proposed to determine the optimal block size. Also the optimality of the empirical estimate of block size has been considered numerically in a simulation study.
Journal title
Journal of Sciences
Serial Year
2009
Journal title
Journal of Sciences
Record number
1984008
Link To Document