On characteristic function-based bootstrap tests |
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Authors: | Andrea Pallini |
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Institution: | (1) Laboratorio di Statistica, Facoltà di Economie e Commercio, Università degli Studi di Venezia, Ca' Foscari, Dorsoduro 3246, 30123 Venezia, Italy |
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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. |
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Keywords: | Bootstrap Characteristic Function Fast Fourier Transform Multi-sample Tests |
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