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以子抽样扩展频域自助法的有效性AI 解读

Summary Bootstrapping spectral mean statistics has been a notoriously difficult problem over the past 25 years. Many frequency domain bootstraps are valid only for certain time series structures, e.g., linear processes, or for special types of statistics, i.e., ratio statistics, because such bootstraps fail to capture the limiting variance of spectral statistics in general settings. We address this issue with a different form of resampling, namely, subsampling. While not…

利用空间经验似然进行变差函数模型的点估计与区间估计AI 解读

We present a spatial blockwise empirical likelihood method for estimating variogram model parameters in the analysis of spatial data on a grid. The method produces point estimators that require no spatial variance estimates to compute, unlike least squares methods for variogram fitting, but are as efficient as the best least squares estimator in large samples. Our approach also produces confidence regions for the variogram, without requiring knowledge of the full joint…