Resampling

About: Resampling is a research topic. Over the lifetime, 5428 publications have been published within this topic receiving 242291 citations.

Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap

Abstract: The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively employed in the literature for goodness-of-fit testing. The simplest way to carry out such goodness-of-fit tests, especially in a multivariate setting, is to use a parametric bootstrap. Although very easy to implement, the parametric bootstrap can become very computationally expensive as the sample size, the number of parameters, or the dimension of the data increase. An alternative resampling technique based on a fast weighted bootstrap is proposed in this paper, and is studied both theoretically and empirically. The outcome of this work is a generic and computationally efficient multiplier goodness-of-fit procedure that can be used as a large-sample alternative to the parametric bootstrap. In order to approximately determine how large the sample size needs to be for the parametric and weighted bootstraps to have roughly equivalent powers, extensive Monte Carlo experiments are carried out in dimension one, two and three, and for models containing up to nine parameters. The computational gains resulting from the use of the proposed multiplier goodness-of-fit procedure are illustrated on trivariate financial data. A by-product of this work is a fast large-sample goodness-of-fit procedure for the bivariate and trivariate t distribution whose degrees of freedom are fixed. The Canadian Journal of Statistics 40: 480–500; 2012 © 2012 Statistical Society of Canada

Common datastream permutations of animal social network data are not appropriate for hypothesis testing using regression models

Abstract: O_LISocial network methods have become a key tool for describing, modelling, and testing hypotheses about the social structures of animals. However, due to the non-independence of network data and the presence of confounds, specialized statistical techniques are often needed to test hypotheses in these networks. Datastream permutations, originally developed to test the null hypothesis of random social structure, have become a popular tool for testing a wide array of null hypotheses. In particular, they have been used to test whether exogenous factors are related to network structure by interfacing these permutations with regression models. C_LIO_LIHere, we show that these datastream permutations typically do not represent the null hypothesis of interest to researchers interfacing animal social network analysis with regression modelling, and use simulations to demonstrate the potential pitfalls of using this methodology. C_LIO_LIOur simulations show that utilizing common datastream permutations to test the coefficients of regression models can lead to extremely high type I (false-positive) error rates (> 30%) in the presence of non-random social structure. The magnitude of this problem is primarily dependent on the degree of non-randomness within the social structure and the intensity of sampling C_LIO_LIWe strongly recommend against utilizing datastream permutations to test regression models in animal social networks. We suggest that a potential solution may be found in regarding the problems of non-independence of network data and unreliability of observations as separate problems with distinct solutions. C_LI

Bootstrap confidence intervals for three‐way methods

Abstract: Results from exploratory three-way analysis techniques such as CANDECOMP/PARAFAC and Tucker3 analysis are usually presented without giving insight into uncertainties due to sampling. Here a bootstrap procedure is proposed that produces percentile intervals for all output parameters. Special adjustments are offered for handling the non-uniqueness of the solutions. The percentile intervals indicate the instability of the sample solutions. By means of a simulation study it is demonstrated that the percentile intervals can fairly well be interpreted as confidence intervals for the output parameters. Copyright (C) 2004 John Wiley Sons, Ltd.

An Alternative Bootstrap to Moving Blocks for Time Series Regression Models

Abstract: The purpose of this paper is to introduce and examine two alternative, although similar, approaches to the Moving Blocks and subsampling Bootstraps to bootstrapping the estimator of the parameters for time series regression models. More specifically, the first bootstrap is based on resampling from the normalised discrete Fourier transform of the residuals of the model, whereas the second is from the residuals of the model itself. It is shown that the bootstraps are asymptotically valid under quite mild conditions. As a consequence of the result we are able to eleminate the apparent drawback of choosing the block length in empirical examples. A small Monte Carlo study of finite sample performance is included.