Bias-corrected bootstrap,即偏差校正自助法,是一种改进的自助法(bootstrap)技术,用于估计统计量的分布及其置信区间。传统的自助法通过从原始样本中重复抽样(有放回抽样)来生成多个自助样本,从而估计统计量的分布。然而,传统自助法有时会产生偏差,特别是在样本量较小或统计量的分布不对称时。偏差校正自助法则通过调整...
bias-corrected bootstrap method -回复 (假设读者已经有一定的统计学基础知识) 介绍: 假设检验是统计学中非常重要的概念之一,用于判断在某种假设条件下,观测数据与假设是否一致。然而,传统的假设检验方法在某些情况下可能会出现一些问题,比如数据的分布非常偏斜或假设条件不满足时。为了克服这些问题,可以使用一种被称为...
本文将逐步解释bias-corrected bootstrap method的基本概念、步骤和应用。 第一部分:引言 偏差校正自助法是一种非参数统计方法,可以用于估计各种统计量,如平均值、方差、置信区间等。它的主要思想是通过模拟抽样来近似估计原始数据集的统计量,并使用偏差校正技术来提高估计的准确性。 第二部分:偏差校正自助法的基本步骤...
Bias-Corrected Bootstrap and ModelUncertaintyHarald Steck ∗MIT CSAIL200 Technology SquareCambridge, MA 02139harald@ai.mit.eduTommi S. JaakkolaMIT CSAIL200 Technology SquareCambridge, MA 02139tommi@ai.mit.eduAbstractThe bootstrap has become a popular method for exploring model(structure) uncertainty....
This is achieved by minimizing bias corrected smoothed bootstrap estimates of the mean integrated squared error. The degree of bias correction determines the rate of relative convergence of the resulting bandwidth. The bias correction targets finite sample bias rather than asymptotically leading terms, ...
This paper examines small sample properties of alternative bias-corrected bootstrap prediction regions for the vector autoregressive (VAR) model. Bias-corrected bootstrap prediction regions are constructed by combining bias-correction of VAR parameter estimators with the bootstrap procedure. The backward VA...
bias-corrected bootstrap是什么意思？能给个说明吗
i a s -C o r r e ct e d B o o t s t r a p a nd M o de l U nce r t a i nt y Ha r a l d S t e c k ∗ M I T C S AI L 200 T e c h n ol ogy S q u ar e C am b r i d ge , M
Hi, Is there an easy way to get p-values from the bias corrected estimates of a bootstrap? I get the bias-corrected 95% confidence interval, but it would be nice to get a p-value corresponding to whether the estimated coefficient from my messy estimation procedure is <= 0. Since the ...
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