Estimating regression coefficients using weighted bootstrap with probability.

In this paper we propose a new weighted bootstrap with probability (WBP). The basic idea of the proposed bootstrap technique is to do re-sampling with probabilities. These probabilities become the control mechanism for getting good estimates when the original data set contain multiple outliers. Nume...

全面介紹

Saved in:
書目詳細資料
Main Authors: Mohamed Ramli, Norazan, Midi, Habshah, Imon, A. H. M. R.
格式: Article
語言:English
English
出版: World Scientific and Engineering Academy and Society (WSEAS) Press 2009
在線閱讀:http://psasir.upm.edu.my/id/eprint/14564/1/Estimating%20regression%20coefficients%20using%20weighted%20bootstrap%20with%20probability.pdf
http://psasir.upm.edu.my/id/eprint/14564/
http://www.worldses.org/journals/mathematics/contents.htm
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!
實物特徵
總結:In this paper we propose a new weighted bootstrap with probability (WBP). The basic idea of the proposed bootstrap technique is to do re-sampling with probabilities. These probabilities become the control mechanism for getting good estimates when the original data set contain multiple outliers. Numerical examples and simulation study are carried out to evaluate the performance of the WBP estimates as compared to the bootstrap 1 and diagnostic-before bootstrap estimates. The results of the study signify that the WBP method is more efficient than the other two methods.