Journal of the Korean Statistical Society

  • 제25권2호
  • /
  • Pages.195-203
  • /
  • 1996
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On the Bias of Bootstrap Model Selection Criteria

  • Kee-Won Lee (Department of Statistics, Hallym University, Chunchon, 200-702, Korea) ;
  • Songyong Sim (Department of Statistics, Hallym University, Chunchon, 200-702, Korea)
  • 발행 : 1996.06.01
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초록

A bootstrap method is used to correct the apparent downward bias of a naive plug-in bootstrap model selection criterion, which is shown to enjoy a high degree of accuracy. Comparison of bootstrap method with the asymptotic method is made through an illustrative example.

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참고문헌

  1. Proceedings of 2nd International Symposium on Information Theory Information theory and an extension of the maximum likelihood principle Akaike, H.;B.N. Petrov(ed.);F. Csaki(ed.)
  2. Statistics and Probability Letters v.26 A note on bootstrap model selection criterion Chung, H-Y.;Lee, K-W.;Koo, J-Y.
  3. Model Selection Linhart, H.;Zucchini, W.
  4. Statistics in Medicine v.9 Model selection and the estimation of odds ratios in the presence of extraneous factors Schall, R.;Zucchini, W.