The estimation of number of bootstrap replications for the parametric bootstrap

Kubanová, Jana

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2004/09 Scientific papers, Series D
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The estimation of number of bootstrap replications for the parametric bootstrap

Kubanová, Jana

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

Datum publikování: 2004

Document type: Article

xmlui.ArtifactBrowser.SimpleSearch.filter.source: Scientific papers of the University of Pardubice. Series D Faculty of Economics and Administration. 9(2004)

ISSN: 1211-555X

Abstract:

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.

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