• Title/Summary/Keyword: BOOTSTRAP

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Edgeworth Expansion and Bootstrap Approximation for Survival Function Under Koziol-Green Model

  • Kil Ho;Seong Hwa
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.233-244
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    • 2000
  • Confidence intervals for survival function give useful information about the lifetime distribution. In this paper we develop Edgeworkth expansions as approximation to the true and bootstrap distributions of normalized nonparametric maximum likelihood estimator of survival function in the Koziol-Green model and then use these results to show that the bootstrap approximations have second order accuracy.

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Semi-parametric Bootstrap Confidence Intervals for High-Quantiles of Heavy-Tailed Distributions (꼬리가 두꺼운 분포의 고분위수에 대한 준모수적 붓스트랩 신뢰구간)

  • Kim, Ji-Hyun
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.717-732
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    • 2011
  • We consider bootstrap confidence intervals for high quantiles of heavy-tailed distribution. A semi-parametric method is compared with the non-parametric and the parametric method through simulation study.

Assessing the Precision of a Jackknife Estimator

  • Park, Dae-Su
    • Management Science and Financial Engineering
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    • v.9 no.1
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    • pp.4-10
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    • 2003
  • We introduce a new estimator of the uncertainty of a jackknife estimate of standard error: the jack-knife-after-jackknife (JAJ). Using Monte Carlo simulation, we assess the accuracy of the JAJ in a variety of settings defined by statistic of interest, data distribution, and sample size. For comparison, we also assess the accuracy of the jackknife-after-bootstrap (JAB) estimate of the uncertainty of a bootstrap standard error. We conclude that the JAJ provides a useful new supplement to Tukey's jackknife, and the combination of jackknife and JAJ provides a useful alternative to the combination of bootstrap and JAB.

Assessing the Precision of a Jackknife Estimator

  • Park, Daesu
    • Management Science and Financial Engineering
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    • v.9 no.1
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    • pp.1-10
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    • 2003
  • We introduce a new estimator of the uncertainty of a jackknife estimate of standard error: the jack-knife-after-jackknife (JAJ). Using Monte Carlo simulation, we assess the accuracy of the JAJ in a variety of settings defined by statistic of interest, data distribution, and sample size. For comparison, we also assess the accuracy of the jackknife-after-bootstrap (JAB) estimate of the uncertainty of a bootstrap standard error. We conclude that the JAJ provides a useful new supplement to Tukey's jackknife, and the combination of jackknife and JAJ provides a useful alternative to the combination of bootstrap and JAB.

A New Method of Simulation Output Analysis : Threshold Bootstrap

  • Kim, Yun-Bae-
    • Proceedings of the Korea Society for Simulation Conference
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    • 1993.10a
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    • pp.2-2
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    • 1993
  • Inference for discrete event simulations usually relies on either independent replications or, if each simulation run is expensive, the method of batch means applied to a single replications. We present a new method, threshold bootstrap, which equals or exceeds the performance of independent replications or batch means. The method works by resampling runs of data created when a stationary time series crosses a threshold level, such as the sample mean of series. Computational results show that the threshold bootstrap matches or exceeds the performance of these alternative methods in estimating the standard deviation of the sample mean and producing valid confidence intervals.

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Bootstrap Analysis of ILSTS035 Microsatellite Locus in Hanwoo Chromosome 6

  • Lee, Jea-Young;Lee, Yong-Won;Kim, Mun-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.75-81
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    • 2004
  • We selected, in previous research, a major DNA Marker 235bp of ILSTS035 microsatellite locus in progeny test Hanwoo chromosome 6. We apply a major DNA Marker 235bp to perormance valuation Hanwoo chomosome 6. We use bootstrap BCa method and calculate confidence interval. A major DNA Marker 235bp is verified that it does not have environmental effect but affects primely economic trait factor.

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Bootstrap Confidence Intervals for the INAR(p) Process

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.343-358
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    • 2006
  • The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

Major DNA Marker Mining of Hanwoo Chromosome 6 by Bootstrap Method

  • Lee, Jea-Young;Lee, Yong-Won
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.657-668
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    • 2004
  • Permutation test has been applied for the QTL(quantitative trait loci) analysis and we selected a major locus. K -means clustering analysis, for the major DNA Marker mining of ILSTS035 microsatellite loci in Hanwoo chromosome 6, has been described. Finally, bootstrap testing method has been adapted to calculate confidence intervals and for finding major DNA Markers.

The bootstrap VQ model for automatic speaker recognition system (VQ 방식의 화자인식 시스템 성능 향상을 위한 부쓰트랩 방식 적용)

  • Kyung YounJeong;Lee Jin-Ick;Lee Hwang-Soo
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.39-42
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    • 2000
  • A bootstrap and aggregating (bagging) vector quantization (VQ) classifier is proposed for speaker recognition. This method obtains multiple training data sets by resampling the original training data set, and then integrates the corresponding multiple classifiers into a single classifier. Experiments involving a closed set, text-independent and speaker identification system are carried out using the TIMIT database. The proposed bagging VQ classifier shows considerably improved performance over the conventional VQ classifier.

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A Bootstrap Test for Linear Relationship by Kernel Smoothing (희귀모형의 선형성에 대한 커널붓스트랩검정)

  • Baek, Jang-Sun;Kim, Min-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.95-103
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    • 1998
  • Azzalini and Bowman proposed the pseudo-likelihood ratio test for checking the linear relationship using kernel regression estimator when the error of the regression model follows the normal distribution. We modify their method with the bootstrap technique to construct a new test, and examine the power of our test through simulation. Our method can be applied to the case where the distribution of the error is not normal.

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