Russell Davidson 的有关 Bootstrap方法的理论与应用（10个pdf）

The Size Distortion of Bootstrap Tests
by
Russell Davidson

Abstract
We provide a theoretical framework in which to study the accuracy of bootstrap
P values, which may be based on a parametric or nonparametric bootstrap. In
the parametric case, the accuracy of a bootstrap test will depend on the shape of
what we call the critical value function. We show that, in many circumstances,
the error in rejection probability of a bootstrap test will be one whole order of
magnitude smaller than that of the corresponding asymptotic test. We also propose
a simulation method for estimating this error that requires the calculation of
only two test statistics per replication

141133.pdf (173.3 KB, 需要: 1 个论坛币)

2007-7-26 00:19:00 上传

Russell Davidson 的有关 Bootstrap方法的理论与应用（10个pdf）
需要: 1 个论坛币  [购买]

感谢楼主的辛勤劳动