We complement these approaches and take advantage of currently available computer power to propose the bias-corrected and accelerated (BCA) confidence intervals for VaR and CTE. The BCA confidence intervals allow the use of a parametric model but do not require standard asymptotic theory to apply. ...
5. 说明如何在统计软件中实现bias-corrected bootstrap 在统计软件中(如R、Python的statsmodels库等),通常可以通过调用特定的函数或包来实现偏差校正自助法。例如,在R中,可以使用boot包中的boot函数,并通过设置type="perc"或type="bca"(Bias-Corrected and Accelerated)来实现偏差校正。在Python中,虽然标准库中没有...
As such, the bias-corrected estimate thereby becomes an algebraic combination of the original statistic and the bootstrap mean. For more information, look up "BCa" (bias-corrected and accelerated bootstrap) and "ABC". My question is: how do I "adjust the original statistic to remove the bia...
However, availability of different types of f2 and confidence intervals (CI) methods indicates necessity to understand each type of calculation thoroughly. Among all approaches, bias corrected and accelerated (BCa) can be an attractive choice as it corrects the bias and skewness of the distribution....
second, the estimate pax demand by calculating boostrap confidence intervals for the mean pax demand and the median pax demand using bias corrected accelerated method (BCa); and third, by carrying out Monte Carlo experiments to analyse the finite sample performance of the proposed bootstrap procedure...
In this paper, we investigated performances of the naive f2 estimate method, bootstrap f2 confidence interval method and bias corrected-accelerated (BCa) bootstrap f2 confidence interval method for comparing dissolution profiles. Our studies show that naive f2 estimate method and BCa bootstrap f2 ...