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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27379


    Title: An application of weighted bootstrap method in semi-parametric model
    Authors: 蔡宗儒;Tsai, Tzong-ru
    Contributors: 淡江大學統計學系
    Keywords: Bootstrap test;Least squares estimation;Optimal fuzzy clustering method;Outliers;Semi-parametric model
    Date: 2002-12-01
    Issue Date: 2009-12-30 14:59:13 (UTC+8)
    Publisher: Elsevier
    Abstract: 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.
    Relation: Information Sciences 148(1-4), pp.221-231
    DOI: 10.1016/S0020-0255(02)00298-0
    Appears in Collections:[統計學系暨研究所] 期刊論文

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