Moving Block Bootstrap for Analyzing Longitudinal Data
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Publication:5259117
DOI10.1080/03610926.2013.766341zbMath1328.62191OpenAlexW2065430359WikidataQ30961212 ScholiaQ30961212MaRDI QIDQ5259117
Publication date: 24 June 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4443935
Cites Work
- Longitudinal data analysis using generalized linear models
- Improving generalised estimating equations using quadratic inference functions
- On the asymptotic accuracy of Efron's bootstrap
- Bootstrapping \(M\)-estimators of a multiple linear regression parameter
- Bootstrap methods: another look at the jackknife
- Sieve bootstrap for time series
- On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
- Normal Approximation and Asymptotic Expansions
- The tapered block bootstrap for general statistics from stationary sequences
- On blocking rules for the bootstrap with dependent data
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