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Optimal block size for variance estimation by a spatial block bootstrap method. (English) Zbl 1193.62074

Summary: This paper considers the block selection problem for a block bootstrap variance estimator applied to spatial data on a regular grid. We develop precise formulae for the optimal block sizes that minimize the mean squared error of the bootstrap variance estimator. We then describe practical methods for estimating these spatial block sizes and prove the consistency of a block selection method of P. Hall, J.L. Horowitz and B.-Y. Jing [Biometrika 82, No. 3, 561–574 (1995; Zbl 0830.62082)], originally introduced for time series. The spatial block bootstrap method is illustrated through data examples, and its performance is investigated through several simulation studies.

MSC:

62G09 Nonparametric statistical resampling methods
62M30 Inference from spatial processes
62M40 Random fields; image analysis
65C60 Computational problems in statistics (MSC2010)

Citations:

Zbl 0830.62082