메뉴 건너뛰기




Volumn 51, Issue 12, 2007, Pages 6321-6342

Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties

Author keywords

Bootstrap confidence interval; Correlation coefficient; Null and alternative hypothesis; Power of test; Resampling; Size of test

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL MODELS; PROBABILISTIC LOGICS; PROBLEM SOLVING;

EID: 34547159345     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.01.020     Document Type: Article
Times cited : (45)

References (35)
  • 2
    • 34547163170 scopus 로고    scopus 로고
    • Davidson, R., 2000. Bootstrap confidence intervals based on inverting hypothesis tests. Document de travail, GREQAM #00A09.
  • 3
    • 34547149318 scopus 로고    scopus 로고
    • Davidson, R., MacKinnon, J.G., 1996. The power of bootstrap tests. Discussion paper, Queen's University, Kingston, Ontario.
  • 4
    • 0033440185 scopus 로고    scopus 로고
    • The size distortion of bootstrap tests
    • Davidson R., and MacKinnon J.G. The size distortion of bootstrap tests. Econometric Theory 15 (1999) 361-376
    • (1999) Econometric Theory , vol.15 , pp. 361-376
    • Davidson, R.1    MacKinnon, J.G.2
  • 6
    • 0038040445 scopus 로고    scopus 로고
    • Bootstrap tests. how many bootstraps?
    • Davidson R., and MacKinnon J.G. Bootstrap tests. how many bootstraps?. Econometric Rev. 19 (2000) 55-68
    • (2000) Econometric Rev. , vol.19 , pp. 55-68
    • Davidson, R.1    MacKinnon, J.G.2
  • 8
    • 33745965261 scopus 로고    scopus 로고
    • The power of bootstrap and asymptotic tests
    • Davidson R., and MacKinnon J.G. The power of bootstrap and asymptotic tests. J. Econometrics 133 (2006) 421-441
    • (2006) J. Econometrics , vol.133 , pp. 421-441
    • Davidson, R.1    MacKinnon, J.G.2
  • 10
    • 0000713911 scopus 로고    scopus 로고
    • Bootstrap confidence intervals (with discussion)
    • DiCiccio T.J., and Efron B. Bootstrap confidence intervals (with discussion). Statist. Sci. 11 (1996) 189-228
    • (1996) Statist. Sci. , vol.11 , pp. 189-228
    • DiCiccio, T.J.1    Efron, B.2
  • 11
    • 0002344794 scopus 로고
    • Bootstrap methods. another look at the Jackknife
    • Efron B. Bootstrap methods. another look at the Jackknife. Ann. Statist. 7 (1979) 1-26
    • (1979) Ann. Statist. , vol.7 , pp. 1-26
    • Efron, B.1
  • 12
    • 0000801110 scopus 로고
    • Computers and the theory of statistics. thinking the unthinkable
    • Efron B. Computers and the theory of statistics. thinking the unthinkable. SIAM Rev. 21 (1979) 460-480
    • (1979) SIAM Rev. , vol.21 , pp. 460-480
    • Efron, B.1
  • 14
    • 84985560998 scopus 로고
    • On bootstrap hypothesis testing
    • Fisher N.I., and Hall P. On bootstrap hypothesis testing. Austral. J. Statist. 32 (1990) 177-190
    • (1990) Austral. J. Statist. , vol.32 , pp. 177-190
    • Fisher, N.I.1    Hall, P.2
  • 16
    • 0001368481 scopus 로고
    • On the number of bootstrap simulations required to construct a confidence interval
    • Hall P. On the number of bootstrap simulations required to construct a confidence interval. Ann. Statist. 14 (1986) 1453-1462
    • (1986) Ann. Statist. , vol.14 , pp. 1453-1462
    • Hall, P.1
  • 17
    • 0000120408 scopus 로고
    • Theoretical comparison of bootstrap confidence intervals (with discussion)
    • Hall P. Theoretical comparison of bootstrap confidence intervals (with discussion). Ann. Statist. 16 (1988) 927-953
    • (1988) Ann. Statist. , vol.16 , pp. 927-953
    • Hall, P.1
  • 19
    • 0000911206 scopus 로고
    • On the bootstrap and two-sample problems
    • Hall P., and Martin M.A. On the bootstrap and two-sample problems. Austral. J. Statist. 30A (1988) 179-192
    • (1988) Austral. J. Statist. , vol.30 A , pp. 179-192
    • Hall, P.1    Martin, M.A.2
  • 20
    • 0025815687 scopus 로고
    • Two guidelines for bootstrap hypothesis testing
    • Hall P., and Wilson S.R. Two guidelines for bootstrap hypothesis testing. Biometrics 47 (1991) 757-762
    • (1991) Biometrics , vol.47 , pp. 757-762
    • Hall, P.1    Wilson, S.R.2
  • 21
    • 0039462607 scopus 로고
    • Better nonparametric bootstrap confidence intervals for the correlation coefficient
    • Hall P., Martin M.A., and Schucany W.R. Better nonparametric bootstrap confidence intervals for the correlation coefficient. J. Statist. Comput. Simulation 33 (1988) 161-172
    • (1988) J. Statist. Comput. Simulation , vol.33 , pp. 161-172
    • Hall, P.1    Martin, M.A.2    Schucany, W.R.3
  • 22
    • 0000661841 scopus 로고
    • Bootstrap methods (with discussion)
    • Hinkley D.V. Bootstrap methods (with discussion). J. Roy. Statist. Soc., Ser. B 50 (1988) 321-337
    • (1988) J. Roy. Statist. Soc., Ser. B , vol.50 , pp. 321-337
    • Hinkley, D.V.1
  • 24
    • 0002462975 scopus 로고    scopus 로고
    • The bootstrap and hypothesis tests in econometrics
    • Horowitz J.L. The bootstrap and hypothesis tests in econometrics. J. Econometrics 100 (2001) 37-40
    • (2001) J. Econometrics , vol.100 , pp. 37-40
    • Horowitz, J.L.1
  • 25
    • 0346902053 scopus 로고    scopus 로고
    • The bootstrap in econometrics
    • Horowitz J.L. The bootstrap in econometrics. Statist. Sci. 18 (2003) 395-411
    • (2003) Statist. Sci. , vol.18 , pp. 395-411
    • Horowitz, J.L.1
  • 27
    • 4043183452 scopus 로고    scopus 로고
    • Choice of null distribution in resampling-based multiple testing
    • Pollard S.K., and van der Laan M.J. Choice of null distribution in resampling-based multiple testing. J. Statist. Plann. Inference 125 (2004) 85-101
    • (2004) J. Statist. Plann. Inference , vol.125 , pp. 85-101
    • Pollard, S.K.1    van der Laan, M.J.2
  • 28
    • 0001454346 scopus 로고
    • A bootstrap revival of some nonparametric distance tests
    • Romano J.P. A bootstrap revival of some nonparametric distance tests. J. Amer. Statist. Assoc. 83 (1988) 698-708
    • (1988) J. Amer. Statist. Assoc. , vol.83 , pp. 698-708
    • Romano, J.P.1
  • 29
    • 0000269995 scopus 로고
    • Bootstrap and randomization tests of some nonparametric hypothesis
    • Romano J.P. Bootstrap and randomization tests of some nonparametric hypothesis. Ann. Statist. 17 (1989) 141-159
    • (1989) Ann. Statist. , vol.17 , pp. 141-159
    • Romano, J.P.1
  • 30
    • 34547224316 scopus 로고    scopus 로고
    • Romano, J.P., Wolf, M., 2003a. Exact and approximate stepdown methods for multiple testing. Technical Report, Department of Statistics, Stanford University.
  • 31
    • 34547148166 scopus 로고    scopus 로고
    • Romano, J.P., Wolf, M., 2003b. Stepwise multiple testing as formalized data snooping. Technical Report, Department of Statistics, Stanford University.
  • 32
    • 0000718202 scopus 로고
    • Qualms about bootstrap confidence intervals
    • Schenker N. Qualms about bootstrap confidence intervals. J. Amer. Statist. Assoc. 80 (1985) 360-361
    • (1985) J. Amer. Statist. Assoc. , vol.80 , pp. 360-361
    • Schenker, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.