A Nearest Neighbor Bootstrap For Resampling Hydrologic Time Series

@article{Lall1996ANN,
  title={A Nearest Neighbor Bootstrap For Resampling Hydrologic Time Series},
  author={Upmanu Lall and A. Sharma},
  journal={Water Resources Research},
  year={1996},
  volume={32},
  pages={679-693}
}
  • Upmanu Lall, A. Sharma
  • Published 1996
  • Mathematics
  • Water Resources Research
    • A nonparametric method for resampling scalar or vector-valued time series is introduced. Multivariate nearest neighbor probability density estimation provides the basis for the resampling scheme developed. The motivation for this work comes from a desire to preserve the dependence structure of the time series while bootstrapping (resampling it with replacement). The method is data driven and is preferred where the investigator is uncomfortable with prior assumptions as to the form (e.g., linear… CONTINUE READING
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