首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On characteristic function-based bootstrap tests
Authors:Andrea Pallini
Institution:(1) Laboratorio di Statistica, Facoltà di Economie e Commercio, Università degli Studi di Venezia, Ca' Foscari, Dorsoduro 3246, 30123 Venezia, Italy
Abstract:Summary A two-step method is proposed for evaluating the bootstrap null distribution function of some useful test statistics appropriate for two-sample and multi-sample comparisons. In the first step, the characteristic function of the bootstrap null distribution function is determined by recursive equations; in the second a numerical inversion by the Fast Fourier Transform is performed to evaluate this null distribution function. A simulation experiment is performed to show how computer timings increase with the pooled sample size.
Keywords:Bootstrap  Characteristic Function  Fast Fourier Transform  Multi-sample Tests
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号