Data dependent choice of the tuning parameter for the modified bootstrap / L. Santana.

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dc.contributor.author Santana, Leonard
dc.date.accessioned 2011-06-29T08:15:01Z
dc.date.available 2011-06-29T08:15:01Z
dc.date.issued 2004
dc.identifier.uri http://hdl.handle.net/10394/4218
dc.description Thesis (M.Sc.)--North-West University, Potchefstroom Campus, 2004.
dc.description.abstract It is the purpose of this study to investigate a procedure for estimating the tuning parameter, m, in the modified bootstrap (also known as the m-out-of-n bootstrap, the moon bootstrap or the m/n bootstrap). The procedure which is to be investigated was first proposed by Bickel, Götze and van Zwet (1997). This estimation procedure was then further investigated theoretically by Bickel and Sakov(1999). In order to gain further insight, simulation studies were conducted using this data-based choice of m. The simulations involved constructing 90% confidence upper bounds through the use of the modified bootstrap method of percentile confidence upper bounds, known as the "Hybrid" and "Backwards" bounds. The simulation study provided, among other things, estimates for the coverage probabilities of the procedures. Interesting findings and conclusions of this study are reported
dc.language.iso en en_US
dc.publisher North-West University
dc.title Data dependent choice of the tuning parameter for the modified bootstrap / L. Santana. en_US
dc.type Thesis en_US
dc.description.thesistype Masters en_US

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