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Drink H · 2020年02月05日

问一道题:NO.PZ2020011101000049

问题如下:

When is the CBB needed?

选项:

解释:

The CBB is generally needed when the data being bootstrapped have time series dependence. A block bootstrap is required when the statistic being bootstrapped is sensitive to the serial correlation in the data. For example, when bootstrapping the mean, the CBB is required if the data are serially correlated. If bootstrapping the variance, the CBB is required if the squares are serially correlated—that is, if the data has conditional heteroskedasticity.

2020的讲义以及视频都没有关于CBB的知识点,请问CBB会是考点吗?

1 个答案

orange品职答疑助手 · 2020年02月06日

同学你好,这是原版书的课后题,但它不是重点、太细了,学有余力的话记个结论,如果不想记也没关系的。掌握好讲义、框架图上的知识,通过是足够了。