Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Note on Parametric Bootstrap Model Selection

  • Published : 1998.12.01
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Abstract

We develop parametric bootstrap model selection criteria in an example to fit a random sample to either a general normal distribution or a normal distribution with prespecified mean. We apply the bootstrap methods in two ways; one considers the direct substitution of estimated parameter for the unknown parameter, and the other focuses on the bias correction. These bootstrap model selection criteria are compared with AIC. We illustrate that all the selection rules reduce to the one sample t-test, where the cutoff points converge to some certain points as the sample size increases.

Keywords

References

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