An application of weighted bootstrap method in semi-parametric model

  • Authors:
  • Tzong-Ru Tsai

  • Affiliations:
  • Department of Statistics, Tamkang University, 151 Ying-Chuan Road, Tamsui, Taipei 25371, Taiwan 251, ROC

  • Venue:
  • Information Sciences—Applications: An International Journal
  • Year:
  • 2002

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Abstract

The bootstrap test (BT) is a computer-intensive statistical technique for testing. In practical application, the BT is conducted by using bootstrap samples, and the theoretical distribution of the test statistic is replaced by its empirical distribution under the null hypothesis is assumed. But, it is unreasonable to use the same selected probability in generating bootstrap samples when the data set contains outliers. In this paper, fuzzy weights are used in the BT to reduce the affection of outliers. Every observation is selected according to the fuzzy weights when bootstrap samples are generated. The new BT procedure is called the fuzzy-weighted bootstrap test (FWBT) procedure. Simulation results show that the FWBT is less sensitive to outliers and the test result is stable.