• Communications for Statistical Applications and Methods
• /
• v.18 no.6
• /
• pp.717-732
• /
• 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.

• Communications for Statistical Applications and Methods
• /
• v.11 no.3
• /
• pp.657-668
• /
• 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 Korean Journal of Applied Statistics
• /
• v.17 no.2
• /
• pp.219-228
• /
• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• Journal of the Korean Data and Information Science Society
• /
• v.22 no.5
• /
• pp.895-902
• /
• 2011

This paper is mainly concerned about providing confidence prediction interval for exchange rate during economic crisis. Our proposed method is to use block bootstrap method for prediction interval for next day. It is shown that block bootstrap method is particularly effective for interval prediction of exchange rate during economic crisis.

• Journal of Wetlands Research
• /
• v.13 no.1
• /
• pp.53-66
• /
• 2011

We estimated the expected flood damage considering uncertainty which is involved in hydrologic processes and data. Actually, this uncertainty represents a freeboard or safety factor in the design of hydraulic structures. The uncertainty was analyzed using Bootstrap method, and SIR algorithm then the frequency based rainfalls were estimated for each method of uncertainty analysis. Also the benefits for each uncertainty analysis were estimated using 'multi-dimensional flood damage analysis(MD-FDA). As a result, the expected flood damage with SIR algorithm was 1.22 times of present status and Boostrap 0.92 times. However when we used SIR algorithm, the likelihood function should be selected with caution for the estimation of the expected flood damage.

• Journal of the Korean Data and Information Science Society
• /
• v.7 no.2
• /
• pp.235-245
• /
• 1996

In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

• Proceedings of the Korea Association of Information Systems Conference
• /
• 1996.11a
• /
• pp.205-210
• /
• 1996

The bootstrap procedure is suggested as a useful method for point and interval estimation of system availability. Its validity and robustness has been shown in special, but representative case, by various sampling experiments. Alternative to the bootstrap suggest themselves e.g. a variation of the 'F'technique, but remain to be evaluated, as do variations on the bootstrap itself.

• Proceedings of the Korea Society for Industrial Systems Conference
• /
• 1996.10a
• /
• pp.205-210
• /
• 1996

The bootstrap procedure is suggested as a useful method for point and interval estimation of system availability . Its validity and robustness has been shown in special , but representative case, by various sampling experiments. Alternative to the bootstrap suggest themselves (e.g. a variation of the 'F' technique, but remain to be evaluated, as do variations on the bootstrap itself.

• Journal of the Korea Safety Management & Science
• /
• v.6 no.2
• /
• pp.241-250
• /
• 2004

Recently, growth of internet causes rapid changes in many areas of statistics such as statistical computation and education. Especially, bootstrap is the most interesting statistical methods applying computer resampling simulation. In this study, we try to present how to use a method of bootstrap on the internet. We also develop to user a statistical system which is programed with java applet for user to handle easily.

• Journal of the Korean Data and Information Science Society
• /
• v.3 no.1
• /
• pp.33-46
• /
• 1992

The set of eigenvectors of the second moment matrix and the mean vector are the measures of orientation for a distribution supported on the unit sphere. Bootstrap confidence cone for the eigenvector is constructed and the consistency of this method is discussed. The performance of our bootstrap cone for the eigenvector is compared with that of the asymptotic confidence cones for two measures under the parametric assumptions for the underlying distributions and that of the bootstrap cone for the mean vector by Monte Carlo simulation.