Jove
Visualize
Contact Us
JoVE
x logofacebook logolinkedin logoyoutube logo
ABOUT JoVE
OverviewLeadershipBlogJoVE Help Center
AUTHORS
Publishing ProcessEditorial BoardScope & PoliciesPeer ReviewFAQSubmit
LIBRARIANS
TestimonialsSubscriptionsAccessResourcesLibrary Advisory BoardFAQ
RESEARCH
JoVE JournalMethods CollectionsJoVE Encyclopedia of ExperimentsArchive
EDUCATION
JoVE CoreJoVE BusinessJoVE Science EducationJoVE Lab ManualFaculty Resource CenterFaculty Site
Terms & Conditions of Use
Privacy Policy
Policies

Related Experiment Videos

On studentising and blocklength selection for the bootstrap on time series.

M Peifer1, B Schelter, B Guschlbauer

  • 1Freiburg Centre for Data Analysis and Modelling, Eckerstr. 1, 79104 Freiburg, Germany. peifer@fdm.uni-freiburg.de

Biometrical Journal. Biometrische Zeitschrift
|August 2, 2005
PubMed
Summary

We developed a new blockwise bootstrap method for analyzing dependent data like time series. This approach improves statistical testing for medical time series by optimizing block length selection.

Related Concept Videos

You might also read

Related Articles

Articles linked to this work by shared authors, journal, and citation graph.

Sort by
Same author

Investigating two mobile just-in-time adaptive interventions to foster psychological resilience: research protocol of the DynaM-INT study.

BMC psychology·2023
Same author

Deregulation and epigenetic modification of BCL2-family genes cause resistance to venetoclax in hematologic malignancies.

Blood·2022
Same author

Genome-wide expression changes induced by bisphenol A, F and S in human stem cell derived hepatocyte-like cells.

EXCLI journal·2020
Same author

Expression ratio of the TGFβ-inducible gene MYO10 is prognostic for overall survival of squamous cell lung cancer patients and predicts chemotherapy response.

Scientific reports·2018
Same author

Actionable perturbations of damage responses by TCL1/ATM and epigenetic lesions form the basis of T-PLL.

Nature communications·2018
Same author

Partial break in tolerance of NKG2A<sup>-</sup>/LIR-1<sup>-</sup> single KIR<sup>+</sup> NK cells early in the course of HLA-matched, KIR-mismatched hematopoietic cell transplantation.

Bone marrow transplantation·2017

Area of Science:

  • Statistics
  • Time Series Analysis
  • Medical Data Analysis

Background:

  • Non-parametric bootstrap is standard for independent data.
  • Traditional bootstrap fails for dependent data, including time series.
  • Existing blockwise bootstrap methods require optimal block length selection.

Purpose of the Study:

  • Propose a method for selecting the optimal block length in blockwise bootstrap.
  • Enhance the finite sample properties of the blockwise bootstrap.
  • Apply the studentised blockwise bootstrap for hypothesis testing on medical time series.

Main Methods:

  • Developed a novel method for optimal block length selection in blockwise bootstrap.
  • Incorporated studentised statistics to improve bootstrap performance.

Related Experiment Videos

  • Approximated studentisation for smooth function models efficiently.
  • Applied the studentised blockwise bootstrap to medical time series data.

    • Main Results:

    • The proposed method effectively selects optimal block lengths for blockwise bootstrap.
    • Studentised statistics improve the finite sample properties of the blockwise bootstrap.
    • The method demonstrates successful application in hypothesis testing for medical time series.

    Conclusions:

    • The studentised blockwise bootstrap offers a robust approach for dependent data analysis.
    • This method enhances statistical inference for time series, particularly in medical research.
    • Optimal block length selection is crucial for reliable bootstrap results with time series data.