期刊論文
| 學年 | 91 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2002-12-01 |
| 作品名稱 | An application of weighted bootstrap method in semi-parametric model |
| 作品名稱（其他語言） | |
| 著者 | 蔡宗儒; Tsai, Tzong-ru |
| 單位 | 淡江大學統計學系 |
| 出版者 | Elsevier |
| 著錄名稱、卷期、頁數 | Information Sciences 148(1-4), pp.221-231 |
| 摘要 | The bootstrap test (BT) is a computer-intensive statistical technique for testing. In practical application, the BT is conducted by using bootstrap samples, and the theoretical distribution of the test statistic is replaced by its empirical distribution under the null hypothesis is assumed. But, it is unreasonable to use the same selected probability in generating bootstrap samples when the data set contains outliers. In this paper, fuzzy weights are used in the BT to reduce the affection of outliers. Every observation is selected according to the fuzzy weights when bootstrap samples are generated. The new BT procedure is called the fuzzy-weighted bootstrap test (FWBT) procedure. Simulation results show that the FWBT is less sensitive to outliers and the test result is stable. |
| 關鍵字 | Bootstrap test; Least squares estimation; Optimal fuzzy clustering method; Outliers; Semi-parametric model |
| 語言 | en |
| ISSN | 0020-0255 |
| 期刊性質 | 國內 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27379 ) |