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Licentiate thesis, 2009

On variance estimation and a goodness-of-fit test using the bootstrap method

Amiri, Saeid

Abstract

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 methods

Published in

Rapport (Institutionen för energi och teknik, SLU)
2009, number: 007
ISBN: 9789186197209
Publisher: Dept. of Energy and Technology, Swedish University of Agricultural Sciences

    UKÄ Subject classification

    Probability Theory and Statistics

    Permanent link to this page (URI)

    https://res.slu.se/id/publ/25567