The estimation of number of bootstrap replications for the parametric bootstrap

Kubanová, Jana

Digitální knihovna UPCE
→
Univerzita Pardubice
→
Publikace vydané Univerzitou Pardubice / Published by the University of Pardubice
→
Odborné časopisy / Journals
→
Scientific papers of the University of Pardubice
→
Series D, Faculty of Economics and Administration
→
2004/09 Scientific papers, Series D
→
Zobrazit záznam

The estimation of number of bootstrap replications for the parametric bootstrap

Kubanová, Jana

Soubory tohoto záznamu

URI: http://hdl.handle.net/10195/32280

Datum publikování: 2004

Typ dokumentu: Article

Zdrojový dokument: Scientific papers of the University of Pardubice. Series D Faculty of Economics and Administration. 9(2004)

ISSN: 1211-555X

Abstrakt:

The problem of number of parametric bootstrap replications that are necessary to realizace at bias estimation is solved in this paper. It shows results of simulations demonstrating extent of error that we can cause at different number of bootstrap replications.

Zobrazit celý záznam