Analysis of tidal data via the blockwise bootstrap
We analyze tidal data from Port Mansfield, TX, using Kunsch's blockwise bootstrap in the regression setting. In particular, we estimate the variability of parameter estimates in a harmonic analysis via block subsampling of residuals from a least-squares fit. We see that naive least-squares variance estimates can be either too large or too small, depending on the strength of correlation and the design matrix. We argue that the block bootstrap is a simple, omnibus method of accounting for correlation in a regression model with correlated errors.
Year of publication: |
1998
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Authors: | Sherman, Michael ; Speed, F. Michael ; Speed, F. Michael |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 25.1998, 3, p. 333-340
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Publisher: |
Taylor & Francis Journals |
Saved in:
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