Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models |
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| Authors: | Guangbao Guo Lu Lin |
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| Institution: | 1. Department of Statistics, Shandong University of Technology, Zibo, China;2. School of Mathematics, Shandong University, Jinan, China |
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| Abstract: | Parallel bootstrap is an extremely useful statistical method with good performance. In the present study, we introduce a working correlation matrix on the method, which is called parallel bootstrap matrix. We consider some properties of it and the optimal size of the subsample in smooth function models. We also present some performance results of parallel bootstrap estimators, the subsample length selection on the finance time series data. |
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| Keywords: | Parallel bootstrap Smooth function models Subsample length |
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