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On Development of the Weighted Bootstrap

Publish place: 05th Iranian Statistics Conference
Publish Year: 1379
Type: Conference paper
Language: English
View: 1,563

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Link to this Paper:
https://civilica.com/doc/84777

Document National Code:

ISC05_027

Index date: 4 January 2010

On Development of the Weighted Bootstrap abstract

It is a well known fact that the Efron’s usual bootstrap fails for the mean of heavy tail distributions. We demonstrate that this same type of failure also occurs in many types of weighted bootstraps, including the Bayesian bootstrap. Only through a careful selection for the weights we can produce a consistent weighted bootstrap procedure that will work for the mean and other useful statistics.

On Development of the Weighted Bootstrap Keywords:

Bayesian Bootstrap , heavy tail distribution , point process , Dirichlet process.

On Development of the Weighted Bootstrap authors

H. Ishwaran

The Cleveland Clinic Foundation. Postal Address; Depatrment of Biostatistics and Epidemiology, ۹۵۰۰ Euclid Avenue Cleveland, OH ۴۴۱۹۵, U.S.A.

Lanclot

The Cleveland Clinic Foundation. Postal Address; Depatrment of Biostatistics and Epidemiology, ۹۵۰۰ Euclid Avenue Cleveland, OH ۴۴۱۹۵, U.S.A.

F. James

Department of mathernatical Sciences, The Johns Hopkins University, ۳۴th & Cahrles Streets, Baltimore, MD ۲۱۲۱۸, U.S.A

M. Zarepour

Department of Mathematics and Statistics, University of Ottawa, Ottawa, Ontario, KIN ۶N۵, Canada.