Has anyone developed a version of the S+ function
for dependent data bootstrap?
A version of the sample function?
Bootstrap methods usually assume iid structure, if the data
need dependent data structure, one needs Moving Blocks Bootstrap
The main references are:
Kunsch( Annals of Statistics, 1989 vol 17(3), pages 1217-41
Liu and Singh (1992) in P. LePage and Billard(eds) Exploring
Limits of bootstrap, Wiley, pages 225-248
I have written a function in GAUSS, but am less familiar with S
If someone out there is familiar with both GAUSS and S
I can send my GAUSS function for possible help in translation.
Please help.
Professor H. D. Vinod
Economics Dept. Fordham University
New York 10458
e-mail internet: vinod@murray.fordham.edu
dedicated home fax 201-816-1807