붓스트랩 표준편차 추정량으로 표준화한 U-통계량을 이용한 비모수적 검정법

  • 발행 : 1995.12.01

초록

본 연구는 붓스트랩에 의한 U-통계량의 분산추정방법을 제안하고, 추정량의 일치성을 증명하였다. 결과적으로 붓스트랩 추정량으로 표준화한 U-통계량의 값이 표준정규분포에 근사함을 보였다. 또한 실제적인 비모수검정에서 이를 응용하여 검정력과 특성을 연구하였다.

키워드

참고문헌

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