OPTIMUM BLOCK SIZE IN SEPARATE BLOCK BOOTSTRAP TO ESTIMATE THE VARIANCE OF SAMPLE MEAN FOR LATTICE DATA

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IRANPANAH N.A.; MOHAMMADZADEH MOHSEN; VAHIDI ASL M.GH.

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Journal: Journal of Sciences, Islamic Republic of Iran Year:2009 | Volume:20 | Issue:4 Page(s): 355-364

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Title

OPTIMUM BLOCK SIZE IN SEPARATE BLOCK BOOTSTRAP TO ESTIMATE THE VARIANCE OF SAMPLE MEAN FOR LATTICE DATA

Author(s)

IRANPANAH N.A. | MOHAMMADZADEH MOHSEN | VAHIDI ASL M.GH. | Issue Writer Certificate

Keywords

LATTICE DATAQ3

SEPARATE BLOCK BOOTSTRAPQ3

BLOCK SIZEQ3

α-MIXINGQ3

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.

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APA: Copy

IRANPANAH, N.A., MOHAMMADZADEH, MOHSEN, & VAHIDI ASL, M.GH.. (2009). OPTIMUM BLOCK SIZE IN SEPARATE BLOCK BOOTSTRAP TO ESTIMATE THE VARIANCE OF SAMPLE MEAN FOR LATTICE DATA. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, 20(4), 355-364. SID. https://sid.ir/paper/84139/en

Vancouver: Copy

IRANPANAH N.A., MOHAMMADZADEH MOHSEN, VAHIDI ASL M.GH.. OPTIMUM BLOCK SIZE IN SEPARATE BLOCK BOOTSTRAP TO ESTIMATE THE VARIANCE OF SAMPLE MEAN FOR LATTICE DATA. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN[Internet]. 2009;20(4):355-364. Available from: https://sid.ir/paper/84139/en

IEEE: Copy

N.A. IRANPANAH, MOHSEN MOHAMMADZADEH, and M.GH. VAHIDI ASL, “OPTIMUM BLOCK SIZE IN SEPARATE BLOCK BOOTSTRAP TO ESTIMATE THE VARIANCE OF SAMPLE MEAN FOR LATTICE DATA,” JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, vol. 20, no. 4, pp. 355–364, 2009, [Online]. Available: https://sid.ir/paper/84139/en

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