Results 11 to 20 of about 1,306,091 (274)
High-order Coverage of Smoothed Bayesian Bootstrap Intervals for Population Quantiles
Austrian Journal of Statistics, 2023 We characterize the high-order coverage accuracy of smoothed and unsmoothed Bayesian bootstrap confidence intervals for population quantiles. Although the original (Rubin 1981) unsmoothed intervals have the same O(n−1/2) coverage error as the standard ...
David Kaplan, Lonnie Hofmann
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On confidence intervals centred on bootstrap smoothed estimators [PDF]
Stat, 2019 Bootstrap smoothed (bagged) estimators have been proposed as an improvement on estimators found after preliminary data‐based model selection. Efron derived a widely applicable formula for a delta method approximation to the standard deviation of the ...
Paul Kabaila, C. Wijethunga
semanticscholar +7 more sources
Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models [PDF]
Brazilian Journal of Probability and Statistics, 2019 It is well known that the uncertainty in the estimation of parameters produces the underestimation of the mean square error (MSE) both for in-sample and out-of-sample estimation.
Thiago Rezende dos Santos +1 more
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Iterated smoothed bootstrap confidence intervals for population quantiles [PDF]
, 2005 This paper investigates the effects of smoothed bootstrap iterations on coverage probabilities of smoothed bootstrap and bootstrap-t confidence intervals for population quantiles, and establishes the optimal kernel bandwidths at various stages of the ...
Yvonne H. S. Ho, Stephen M. S. Lee
semanticscholar +4 more sources
Smoothed Bootstrap Methods for Hypothesis Testing
Journal of Statistical Theory and PracticeThis paper demonstrates the application of smoothed bootstrap methods and Efron’s methods for hypothesis testing on real-valued data, right-censored data and bivariate data.
A. S. A. Al Luhayb +2 more
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Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation
Journal of Statistical Computation and Simulation, 2018 A smoothed bootstrap method is presented for the purpose of bandwidth selection in nonparametric hazard rate estimation for iid data. In this context, two new bootstrap bandwidth selectors are established based on the exact expression of the bootstrap ...
Inés Barbeito, Ricardo Cao
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Bootstrap of residual processes in regression: to smooth or not to smooth? [PDF]
Biometrika, 2019 In this paper we consider a location model of the form $Y = m(X) + \varepsilon$, where $m(\cdot)$ is the unknown regression function, the error $\varepsilon$ is independent of the $p$-dimensional covariate $X$ and $E(\varepsilon)=0$. Given i.i.d. data $(X_1,Y_1),\ldots,(X_n,Y_n)$ and given an estimator $\hat m(\cdot)$ of the function $m(\cdot)$ (which ...
Natalie Neumeyer, Ingrid Van Keilegom
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Bootstrapping the distance between smooth bootstrap and sample quantile distribution [PDF]
Probability Theory and Related Fields, 1989 The normalized Kolmogorov-Smirnov and variational distance between the distribution of the sample q-quantile and the pertaining smooth bootstrap distribution are asymptotically distributed like the absolute value of a normal random variable. The distribution functions of these random distances may serve as measures of the accuracy of the bootstrap ...
Michael Falk, Rolf–Dieter Reiss
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Kernel Smoothing to Improve Bootstrap Confidence Intervals [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1997 Summary Some studies of the bootstrap have assessed the effect of smoothing the estimated distribution that is resampled, a process usually known as the smoothed bootstrap. Generally, the smoothed distribution for resampling is a kernel estimate and is often rescaled to retain certain characteristics of the empirical distribution ...
Alan M. Polansky, William R. Schucany
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Agriculture, 2020 A single and a double bootstrap of data envelopment analysis examines Harran Plain cotton farming in Turkey. The single bootstrap technique was employed to derive the bias-corrected efficiency values under both constant returns to scale (CRS) and versus ...
Tamer Işgın +4 more
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