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Biased bootstrap methods for reducing the effects of contamination

Hall, Peter; Presnell, B

Description

Contamination of a sampled distribution, for example by a heavy-tailed distribution, can degrade the performance of a statistical estimator. We suggest a general approach to alleviating this problem, using a version of the weighted bootstrap. The idea is

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/91460
Source: Journal of the Royal Statistical Society Series B

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