Am 22.09.2019 um 20:05 schrieb Allin Cottrell:
On Sun, 22 Sep 2019, Sven Schreiber wrote:
Am 22.09.2019 um 01:52 schrieb Allin Cottrell:
Randomness might come in at a "meta" level if one wanted to select a
random subset of the full set of such samples -- presumably, without
replacement.
Yes, that's how I understood the randomness coming in.
That could be done easily using msample() on a vector of
contiguous index values (just {1,2,3,4,5} for the toy case above). Given
the selected indices, getting the samples would then be a simple
deterministic calculation.
In the Politis and Romano case under consideration, they're doing an
analysis that involves calculating a certain statistic m times, for
each of m contiguous subsamples of length b from the full data.
They're fine with these subsamples overlapping,
I think you're right, and the overlap is a crucial point.
...
This is quite different from the case I couldn't get my head around,
namely drawing a single sample of size m > b with block length b and
no replacement of observations (and so no overlap of blocks).
Yes, I give up ;-)
cheers
sven
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