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 bias-corrected bootstrap method(偏差校正自助法)是一种统计学方法,用于估计统计量的偏差并进行校正。该方法主要用于通过自助抽样的方式来重复抽样数据集,并通过计算抽样数据集的统计量来估计原始数据集的统计量。本文将逐步解释bias-corrected bootstrap method的基本概念、步骤和应用。
1. Bootstrap Bias Correction: - Bootstrap方法是一种通过重复抽样来估计统计量分布的技术。在"bias-corrected" bootstrap中,通过对样本进行多次重抽样,生成多个估计值的分布,并计算其平均值或中位数,以纠正原始估计的偏差。 2. Heteroscedasticity Bias Correction: -当观测数据的方差不是恒定的时候,会引入异方差性...
S. Jaakkola, "Bias-corrected bootstrap and model uncertainty," in Advances in Neural Information Processing Systems 16, S. Thrun, L. Saul, and B. Scho¨lkopf, Eds. Cambridge, MA: MIT Press, 2004.Steck, H. & Jaakkola, T. S. (2004). Bias-corrected bootstrap and model uncertainty, ...
In the table below that the estimates from the bootstrapping are provide. The variable remains significant, which means the CI cannot contain the neutral value of 1. The BCa CI indicated is 0.813 - 1.226, which at face value suggests the variable is not significant. However, ...
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...
In a simulation study, the new methods are compared to several of the currently most popular bandwidth selectors, including plug-in, cross-validation and other bootstrap rules. Practical implementation, and the choice of the oversmoothing bandwidth are discussed. 展开 ...
bias-corrected bootstrap是什么意思?能给个说明吗
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All previously formulated equations are not bias corrected, where the efficiency scores of DEA are subject to sampling variation of frontier (Tsolas,2011). The core idea behind the bootstrapping is to estimate the efficiency scores based on multiple sampling process (Simar & Wilson,1998). To av...