A method for evaluating the exact bootstrap distribution of a broad class of linear statistics is considered. First, the probability generating functions of the considered statistics are obtained in a closed form. Accordingly, the exact bootstrap distributions are computed by extracting the coefficients and the exponents of the corresponding probability generating functions. The proposed method is competitive with respect to existing ones both for simplicity and efficiency. In order to assess the performance of the method, some examples with real data sets are provided, while computer performance is assessed by means of a simulation.
Barabesi, L. (2000). On the exact bootstrap distribution of linear statistics. METRON, LVIII(1-2), 53-63.
On the exact bootstrap distribution of linear statistics
Barabesi, Lucio
2000-01-01
Abstract
A method for evaluating the exact bootstrap distribution of a broad class of linear statistics is considered. First, the probability generating functions of the considered statistics are obtained in a closed form. Accordingly, the exact bootstrap distributions are computed by extracting the coefficients and the exponents of the corresponding probability generating functions. The proposed method is competitive with respect to existing ones both for simplicity and efficiency. In order to assess the performance of the method, some examples with real data sets are provided, while computer performance is assessed by means of a simulation.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
https://hdl.handle.net/11365/24108
Attenzione
Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo