A SIMULATION STUDY OF BOOTSTRAP CONFIDENCE INTERV ALS FOR THE LOCATION OF ASYMMETRIC AND HEAVY TAILED DISTRIBUTIONS

Engin YILDIZTEPE; Abdullah ÖZDEMİR

Makale detayları

A SIMULATION STUDY OF BOOTSTRAP CONFIDENCE INTERV ALS FOR THE LOCATION OF ASYMMETRIC AND HEAVY TAILED DISTRIBUTIONS

Yazarlar:

Engin YILDIZTEPE | Abdullah ÖZDEMİR

Yayıncı:

Eskisehir Technical University

Dergi:

Anadolu University Journal of Science and Technology A - Applied Sciences and Engineering 2013 Vol.14 Issue 3, pp.213-229

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000417329

pISSN:

2667-4211

Özet:

 

Bootstrap methodology is a modern statistical tool which enables us makin g statistical inference when the sampling distribution of the estimator is not known. Although the underlying idea is the same in all bootstrap methods, one might come across so many variations in tthe literature. In this study, the coverage accuracy of four most commonly used bootstrap confidence interval methods was assessed for  various asymmetr c  and  heavy  tailed  distributions with  an  exh austive Monte Carlo simulation. In most of the cases, it has been found that the coverage accuracy of bootstrap percentile method is close to nominal for robust estimators of location.

Makale detayları

A SIMULATION STUDY OF BOOTSTRAP CONFIDENCE INTERV ALS FOR THE LOCATION OF ASYMMETRIC AND HEAVY TAILED DISTRIBUTIONS

Yazarlar: Engin YILDIZTEPE | Abdullah ÖZDEMİR

Yayıncı: Eskisehir Technical University

Dergi: Anadolu University Journal of Science and Technology A - Applied Sciences and Engineering 2013 Vol.14 Issue 3, pp.213-229

Belge Tipi: Makale

Yayın Tarihi: 5/2015

Belge Dili: İngilizce

Document ID (Org No.): 2000417329

pISSN: 2667-4211

Sayı

Yazarlar:

Engin YILDIZTEPE | Abdullah ÖZDEMİR

Yayıncı:

Eskisehir Technical University

Dergi:

Anadolu University Journal of Science and Technology A - Applied Sciences and Engineering 2013 Vol.14 Issue 3, pp.213-229

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000417329

pISSN:

2667-4211