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21.
T. P. Speed 《Australian & New Zealand Journal of Statistics》1983,25(2):378-388
The (joint) cumulant of a set of (possibly coincident) random variables is defined as an alternating sum of moments with appropriate integral coefficients. By exploiting properties of the Mobius function of a partition lattice some basic results concerning cumulants are derived and illustrations of their use given. 相似文献
22.
Analysis of tidal data via the blockwise bootstrap 总被引：1，自引：0，他引：1
Michael Sherman F. Michael Speed Jr F. Michael Speed 《Journal of applied statistics》1998,25(3):333-340
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. 相似文献