Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties.
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Description
The construction of bootstrap hypothesis tests can differ from that of bootstrap confidence intervals because of the need to generate the bootstrap distribution of test statistics under a specific null hypothesis. Similarly, bootstrap power calculations rely on resampling being carried out under specific alternatives. We describe and develop null and alternative resampling schemes for common scenarios, constructing bootstrap tests for the correlation coefficient, variance, and regression/ANOVA...[Show more]
Collections | ANU Research Publications |
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Date published: | 2007 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/18190 |
Source: | Computational Statistics and Data Analysis |
DOI: | 10.1016/j.csda.2007.01.020 |
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File | Description | Size | Format | Image |
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01_Martin_Bootstrap_hypothesis_testing_2007.pdf | 332.7 kB | Adobe PDF | Request a copy |
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