• Journal of the Korean Data and Information Science Society
• /
• 제10권2호
• /
• pp.465-472
• /
• 1999

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

• Communications for Statistical Applications and Methods
• /
• 제24권4호
• /
• pp.367-382
• /
• 2017

We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

• Journal of the Korean Data and Information Science Society
• /
• 제10권2호
• /
• pp.341-357
• /
• 1999

Greenwich and Jahr-Schaffrath(1995) considered a new process incapability index(PII) $C_{pp}$, which modified the useful index $C^{\ast}_{pm}{$ for detecting assignable causes. The new index $C_{pp}$ provides an uncontaminated separation between information concerning the process accuracy and precision while this kind of information separation is not available with the $C^{\ast}_{pm}$ index. In this paper, we will study about the index $C_{pp}$ based on the bootstrap. First, we will prove the consistency of bootstrap deriving the bootstrap asymptotic distribution for our index $C_{pp}$. Moreover, with the consistency of bootstrap, we will construct six bootstrap confidence intervals and compare their performances. Some simulation results, comparison and analysis are provided. In particular, two STUD and ABC bootstrap methods perform significantly better.

• Communications for Statistical Applications and Methods
• /
• 제20권3호
• /
• pp.193-197
• /
• 2013

Almost sure central limit theorems are established for a stationary bootstrap sample mean of strong mixing processes. Both weak and strong consistencies are obtained.

• 한국수자원학회논문집
• /
• 제35권3호
• /
• pp.275-284
• /
• 2002

본 연구에서는 Monte-Carlo 모형, AR(1)모형, PAR(1) 모형과 같은 추계학적 모형의 잔차값을 무작위적 복원추출하여 연 및 월 하천 유출량자료를 모의발생하였다. Bootstrap이라고 불리우는 이 복원추출방법은 자료의 모집단의 가정이 필요없다는 장점이 있으며 자료로부터 직접 통계적 분포형을 추정하는 방법으로써 자료의 순위변동법을 이용한다. 본 연구에서는 이 방법을 용담지점에 적용하였으며 Bootstrap 방법으로 모의발생된 하천 유출량자료의 거동을 검토하기 하기 위해 관측 유출량과 모의 발생된 유출량의 통계치를 산정하여 비교하였다. 그 결과 기존의 방범과 Bootstrap 방법 모두 평균, 표준편차, 자기상관성은 잘 재현하였으나 왜곡도 계수의 경우 Bootstrap 방법이 더 뛰어남을 확인할 수 있었다.

• Communications for Statistical Applications and Methods
• /
• 제7권3호
• /
• pp.899-911
• /
• 2000

In this paper, we reviewed thirteen methods for finding confidence intervals for he mean of poisson distribution. Bootstrap confidence intervals are also introduced. Two bootstrap confidence intervals are compared with the other existing eleven confidence intervals by using Monte Carlo simulation with respect to the average coverage probability of Woodroofe and Jhun (1989).

• Communications for Statistical Applications and Methods
• /
• 제13권2호
• /
• pp.343-358
• /
• 2006

The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

• 한국품질경영학회:학술대회논문집
• /
• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
• /
• pp.174-179
• /
• 1998

This research explores the application of the bootstrap methods to the construction of control limits for the x charts and the EWMA charts based on single observations with stationary autoregressive processes. The subsample means-based control chars in the presence autocorrelation are also considered. We use a technique for inferring confidence intervals using bootstrap, the percentile method. Simulation studies are conducted to compare the performance of the bootstrap method and that of standard method for constructing control charts under several conditions.

• Communications for Statistical Applications and Methods
• /
• 제15권5호
• /
• pp.643-653
• /
• 2008

Application of the bootstrap to problems in multistage inference procedures are discussed in normal and other related models. After a general introduction to these procedures, here we explore in multistage fixed precision inference in models. We present numerical comparisons of these procedures based on bootstrap critical points for small and moderate sample sizes obtained via extensive sets of simulated experiments. It is expected that the procedure based on bootstrap leads to better results.

• Communications for Statistical Applications and Methods
• /
• 제14권2호
• /
• pp.443-457
• /
• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.