An application of weighted bootstrap method in semi-parametric model
學年 91
學期 1
出版（發表）日期 2002-12-01
作品名稱 An application of weighted bootstrap method in semi-parametric model
作品名稱（其他語言）
著者 蔡宗儒; Tsai, Tzong-ru
單位 淡江大學統計學系
出版者 Elsevier
著錄名稱、卷期、頁數 Information Sciences 148(1-4), pp.221-231
摘要 The bootstrap test (BT) is a computer-intensive statistical technique for testing. In practical application, the BT is conducted by using bootstrap samples, and the theoretical distribution of the test statistic is replaced by its empirical distribution under the null hypothesis is assumed. But, it is unreasonable to use the same selected probability in generating bootstrap samples when the data set contains outliers. In this paper, fuzzy weights are used in the BT to reduce the affection of outliers. Every observation is selected according to the fuzzy weights when bootstrap samples are generated. The new BT procedure is called the fuzzy-weighted bootstrap test (FWBT) procedure. Simulation results show that the FWBT is less sensitive to outliers and the test result is stable.
關鍵字 Bootstrap test; Least squares estimation; Optimal fuzzy clustering method; Outliers; Semi-parametric model
語言 en
ISSN 0020-0255
期刊性質 國內
收錄於
產學合作
通訊作者
審稿制度 否
國別 TWN
公開徵稿
出版型式 ,電子版
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