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Ryoooh · 2020年03月04日

问一道题:NO.PZ2020011101000049 [ FRM I ]

问题如下:

When is the CBB needed?

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.

但是CBB到底是什么的简称呢?其他同学的提问后也没有解答
1 个答案
已采纳答案

品职答疑小助手雍 · 2020年03月05日

同学你好,全称是circular block bootstrap,有点像循环(圆环)迭代分段取数的方法,这知识点确实比较偏了。