Abstract
For testing the problem of regions in the space of distribution functions, this paper considers approaches to modify the bootstrap probability to be a second-order accurate p-value based on the familiar bias correction and acceleration method. It is shown that Shimodaira's [2004a. Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling. Ann. Statist. 32, 2616-2641] twostep-multiscale bootstrap method works even in the problem of regions in functional space. In this paper the bias correction quantity is estimated by his onestep-multiscale bootstrap method. Instead of using the twostep-multiscale bootstrap method, the acceleration constant is estimated by a newly proposed jackknife method which requires first-level bootstrap resamplings only. Some numerical examples are illustrated, in which an application to testing significance in model selection is included.
Original language | English |
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Pages (from-to) | 3533-3542 |
Number of pages | 10 |
Journal | Journal of Statistical Planning and Inference |
Volume | 139 |
Issue number | 10 |
DOIs | |
Publication status | Published - 2009 Oct 1 |
Keywords
- Bias correction and acceleration
- Edgeworth expansion
- Jackknife method
- Multiscale-multistep bootstrap method
- Problem of regions
- Second-order unbiased p-value
- Significance of model selection
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics