Bootstrap Tilting Conndence Intervals and Hypothesis Tests
نویسنده
چکیده
Bootstrap tilting conndence intervals could be the method of choice in many applications for reasons of both speed and accuracy. With the right implementation , tilting intervals are 37 times as fast as bootstrap BC-a limits, in terms of the number of bootstrap samples needed for comparable simulation accuracy. Thus 100 bootstrap samples might suuce instead of 3700. Tilting limits have other desirable properties | second-order accuracy, transformation invariance, and better nite-sample coverage and/or shorter intervals on average than competing procedures.
منابع مشابه
Bootstrap Tilting Conndence Intervals Bootstrap Tilting Conndence Intervals
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementation tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap samples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properties...
متن کاملBootstrap Tilting Con dence Intervals and Hypothesis Tests
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementa tion tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap sam ples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properti...
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تاریخ انتشار 1999