Parametric Bootstrap for Test of Contrast Difference in Neural Networks

نویسندگان

  • Riadh Kallel
  • Joseph Rynkiewicz
چکیده

This work concernes the contrast difference test and its asymptotic properties for non linear auto-regressive models. Our approach is based on an application of the parametric bootstrap method. It is a re-sampling method based on the estimate parameters of the models. The resulting methodology is illustrated by simulations of multilayer perceptron models, and an asymptotic justification is given at the end.

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تاریخ انتشار 2002