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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...

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主要な著者: Mohamed Ramli, Norazan, Midi, Habshah, Imon, A. H. M. R.
フォーマット: 論文
言語:English
English
出版事項: World Scientific and Engineering Academy and Society (WSEAS) Press 2009
オンライン･アクセス: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
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spelling my.upm.eprints.145642015-10-22T07:10:30Z http://psasir.upm.edu.my/id/eprint/14564/ Estimating regression coefficients using weighted bootstrap with probability. Mohamed Ramli, Norazan Midi, Habshah Imon, A. H. M. R. 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. World Scientific and Engineering Academy and Society (WSEAS) Press 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/14564/1/Estimating%20regression%20coefficients%20using%20weighted%20bootstrap%20with%20probability.pdf Mohamed Ramli, Norazan and Midi, Habshah and Imon, A. H. M. R. (2009) Estimating regression coefficients using weighted bootstrap with probability. WSEAS Transactions on Mathematics, 8 (7). pp. 362-371. ISSN 1109-2769; ESSN: 2224-2880 http://www.worldses.org/journals/mathematics/contents.htm English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description 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.
format Article
author Mohamed Ramli, Norazan
Midi, Habshah
Imon, A. H. M. R.
spellingShingle Mohamed Ramli, Norazan
Midi, Habshah
Imon, A. H. M. R.
Estimating regression coefficients using weighted bootstrap with probability.
author_facet Mohamed Ramli, Norazan
Midi, Habshah
Imon, A. H. M. R.
author_sort Mohamed Ramli, Norazan
title Estimating regression coefficients using weighted bootstrap with probability.
title_short Estimating regression coefficients using weighted bootstrap with probability.
title_full Estimating regression coefficients using weighted bootstrap with probability.
title_fullStr Estimating regression coefficients using weighted bootstrap with probability.
title_full_unstemmed Estimating regression coefficients using weighted bootstrap with probability.
title_sort estimating regression coefficients using weighted bootstrap with probability.
publisher World Scientific and Engineering Academy and Society (WSEAS) Press
publishDate 2009
url 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
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score 13.250246

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