Licentiate thesis, 2009
On variance estimation and a goodness-of-fit test using the bootstrap method
Amiri, SaeidAbstract
This thesis deals with the study of variance estimation using the bootstrap method, including the problem of choosing between nonparametric and parametric bootstrap methods. Paper I compares the two approaches, determines which method is preferable and analyses the accuracy of the approximations. The underlying concept of parametric bootstrap is based on the assumption of correct choice of parametric distribution. Paper II therefore considers goodness-of-fit tests and presents a new test based on the bootstrap method.Keywords
lic.-avh; statistical methodsPublished in
Report / Department of Energy and Tecnology, SLU2009, number: 007
ISBN: 9789186197209
Publisher: Dept. of Energy and Technology, Swedish University of Agricultural Sciences
Authors' information
Amiri, Saeid
Swedish University of Agricultural Sciences, Department of Energy and Technology
UKÄ Subject classification
Probability Theory and Statistics
URI (permanent link to this page)
https://res.slu.se/id/publ/25567