This paper proposes the use of the bias-corrected bootstrap for interval forecasting of an autoregressive time series with an arbitrary number of deterministic components. We use the bias-corrected bootstrap based on two alternative bias-correction methods: the bootstrap and an analytic formula based...
A bias-corrected bootstrap procedure for the estimation of half-life is proposed, adopting the highest density region (HDR) approach to point and interval estimation. The Monte Carlo simulation results reveal that the bias-corrected bootstrap HDR method provides an accurate point estimator, as well...
bootstrap confidence interval, percentile bootstrap confidence interval, bootstrap- t confidence interval, and bias-corrected and accelerated confidence interval... YK Chu,JC Ke - 《Applied Mathematics & Computation》 被引量: 30发表: 2006年 Normalizing Transformatins and Bootstrap Confidence Intervals...
The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk MeasuresDifferent approaches to determining two-sided interval estimators for risk measures such as Value-at-Risk (VaR) and conditional tail expectation (CTE) when modeling loss data exist in the actuarial literature. ...
interval forecastingtime seriesThis 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 boot...
The bootstrap f2 confidence interval method can control the type I error rate under a specific level. However, it will cause great conservatism on the power of the test. To solve the potential issues of the previous methods, we recommended a bootstrap bias corrected (BC) f2 confidence ...
In addition, there are a biascorrected approach (BCMLE) and a bootstrap approach (BOOT). Various scenarios in Monte Carlo simulations are proceeded to compare the effectiveness of estimators among MLEs, BCMLE, and BOOT methods. As a result, we found that the root mean square error o...
bootstrapconfidence intervalpsychometricsRudas, Clogg, and Lindsay (1994, J. R Stat Soc. Ser. B, 56, 623) introduced the so-called mixture index of fit, also known as pi-star (蟺*), for quantifying the goodness of fit of a model. It is the lowest proportion of 'contamination' ...