Re: [R] Standard error of standard deviation: bootstrap or theoreticalresults?

2003-08-14 Thread Prof Brian Ripley
On Wed, 6 Aug 2003, Thomas W Blackwell wrote: Huan - The difference between the empirical (bootstrap') result and the theoretical results shows evidence for autocorrelation in the time series data. I don't think that's where the correlation is (and for positive autocorrelation I would

Re: [R] Standard error of standard deviation: bootstrap or theoreticalresults?

2003-08-14 Thread Thomas W Blackwell
Huan - The difference between the empirical (bootstrap') result and the theoretical results shows evidence for autocorrelation in the time series data. - tom blackwell - u michigan medical school - ann arbor - On Wed, 6 Aug 2003 [EMAIL PROTECTED] wrote: This is more a statistical

[R] Standard error of standard deviation: bootstrap or theoreticalresults?

2003-08-09 Thread huan . huang
Dear R users, This is more a statistical question rather than an R question. I'd appreciate it if you can give me some suggestions. I have a sample of a time series (sample size 500, fat tail in density). I am trying to calculate the Standard error of standard deviation of a sub-block-sample