Identification of outlier bootstrap samples
J. Munoz-Garcia,
R. Pino-Mejias,
J. M. Munoz-Pichardo and
M. D. Cubiles-De-La-Vega
Journal of Applied Statistics, 1997, vol. 24, issue 3, 333-342
Abstract:
We define a variation of Efron's method II based on the outlier bootstrap sample concept. A criterion for the identification of such samples is given, with which a variation in the bootstrap sample generation algorithm is introduced. The results of several simulations are analyzed in which, in comparison with Efron's method II, a higher degree of closeness to the estimated quantities can be observed.
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:24:y:1997:i:3:p:333-342
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DOI: 10.1080/02664769723729
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