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Licentiatavhandling2009Öppen tillgång

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

Amiri, Saeid

Sammanfattning

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.

Nyckelord

lic.-avh; statistical methods

Publicerad i

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

    UKÄ forskningsämne

    Sannolikhetsteori och statistik

    Permanent länk till denna sida (URI)

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