Metody odhadování rozptylů statistických odhadů

This thesis describes and compares some of commonly used methods of variance estimation of various statistics for dependent data. In case of stationary sequences, OBS, jackknife, moving block bootstrap and plug-in estimates that use information from time series theory are implemeted. The estimators...

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Bibliographic Details
Main Author: Blažková, Lenka
Other Authors: Hlubinka, Daniel
Format: Dissertation
Language:Czech
Published: 2008
Online Access:http://www.nusl.cz/ntk/nusl-293912