Moving Block Bootstrap for Analyzing Longitudinal Data

被引：3

作者：

Ju, Hyunsu ^{[1
]}

机构：

[1] Univ Texas Med Branch, Dept Prevent Med & Community Hlth, Galveston, TX 77573 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 06期

关键词：

Longitudinal study; Moving block bootstrap; M-ESTIMATORS; MODELS;

D O I：

10.1080/03610926.2013.766341

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In a longitudinal study subjects are followed over time. I focus on a case where the number of replications over time is large relative to the number of subjects in the study. I investigate the use of moving block bootstrap methods for analyzing such data. Asymptotic properties of the bootstrap methods in this setting are derived. The effectiveness of these resampling methods is also demonstrated through a simulation study.

引用

页码：1130 / 1142

页数：13

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