A Generalized Bootstrap Technique for Dependent Observations
The bootstrap method for re-sampling essentially obtains the re-sampled observations from the empirical distribution function of the original data. The method relies heavily on the assumption of independence of the observations (iid). When the original data are correlated, then the usual bootstrap t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Center for Policy, Research and Development Studies
2014-06-01
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| Series: | Recoletos Multidisciplinary Research Journal |
| Subjects: | |
| Online Access: | https://rmrj.usjr.edu.ph/rmrj/index.php/RMRJ/article/view/31 |