Nonparametric Resampling for Homogeneous Strong Mixing Random Fields
Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that is successful in deriving consistent bootstrap estimates of distribution and variance for the sample mean of a strong mixing sequence. Raïs and Moore (1990, in Interface '90) and Raïs (1992, Ph.D. Thesis, University of Montreal) extended the results of Künsch and Liu and Singh in the case of the sample mean of a homogeneous strong mixing random field in two dimensions (n = 2). In this paper, the general case (n [set membership, variant] Z+) is considered, and a resampling technique for strong mixing random fields is formulated, which is an extension of the "blocks of blocks" resampling scheme for sequences in Politis and Romano (1992, Ann. Statist.20 (4) 1985-2007). The "blocks of blocks" method can be used to construct asymptotically correct confidence intervals for parameters of the whole (infinite-dimensional) joint distribution of the random field, for example, the spectral density at a point. A variation of the "blocks of blocks" resampling scheme that involves "wrapping" the data around on a torus will also be studied, in view of its property to yield an unbiased bootstrap distribution.
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Volume (Year): 47 (1993)
Issue (Month): 2 (November)
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