dc.contributor.author | Allison, J.S. | |
dc.contributor.author | Swanepoel, J.W.H. | |
dc.date.accessioned | 2016-06-02T05:58:57Z | |
dc.date.available | 2016-06-02T05:58:57Z | |
dc.date.issued | 2012 | |
dc.identifier.citation | Allison, J.S. & Swanepoel, J.W.H. 2012. A different view on evaluating the performance of bootstrap critical values. South African statistical journal, 46(1):1-30. [http://hdl.handle.net/10520/EJC99147] | en_US |
dc.identifier.issn | 0038-271X | |
dc.identifier.uri | http://hdl.handle.net/10394/17577 | |
dc.identifier.uri | http://reference.sabinet.co.za/webx/access/electronic_journals/sasj/sasj_v46_n1_a1.pdf | |
dc.identifier.uri | https://journals.co.za/content/sasj/46/1/EJC99147 | |
dc.description.abstract | Two methods to evaluate the performance of bootstrap-based
tests are discussed. The first is one that is traditionally used in the literature,
while the second is an alternative method that we propose. To illustrate the
differences between the two evaluation methods, we consider testing the mean
of a population. Theoretical properties of the corresponding bootstrap critical
values are derived. The results of a simulation study are presented to provide
empirical comparison of the two techniques with regard to size and power of
the test, and to substantiate the theoretical findings. It is found, among others,
that the new evaluation method can detect defects of bootstrap critical values
that cannot be observed if the current evaluation method is employed. Similar
results hold for the "smooth function model", which allows us to study testing
problems where the parameter is for example a variance, a ratio of means or
variances, or a correlation coefficient | en_US |
dc.description.sponsorship | National Research Foundation
of South Africa | en_US |
dc.language.iso | en | en_US |
dc.publisher | SASA | en_US |
dc.subject | Cornish-Fisher expansion | en_US |
dc.subject | Edgeworth expansion | en_US |
dc.subject | Bootstrap critical value | en_US |
dc.subject | Evaluation method | en_US |
dc.subject | Hypothesis testing | en_US |
dc.title | A different view on evaluating the performance of bootstrap critical values | en_US |
dc.type | Article | en_US |
dc.contributor.researchID | 11985682 - Allison, James Samuel | |
dc.contributor.researchID | 10177507 - Swanepoel, Jan Willem Hendrik | |