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الخوارزمية الديناميكية ( DRBLTS) و الموزونة احتماليا (WBP) لتقدير معلمات الانحدار الحصين باستخدام تقنيةالـ Bootstrap ( دراسة مقارنة) | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 17, Issue 64, 2011, Pages 275-267 | ||
| Abstract | ||
| Bootstrap is one of an important re-sampling technique which has given the attention of researches recently. The presence of outliers in the original data set may cause serious problem to the classical bootstrap when the percentage of outliers are higher than the original one. Many methods are proposed to overcome this problem such Dynamic Robust Bootstrap for LTS (DRBLTS) and Weighted Bootstrap with Probability (WBP). This paper try to show the accuracy of parameters estimation by comparison the results of both methods. The bias , MSE and RMSE are considered. The criterion of the accuracy is based on the RMSE value since the method that provide us RMSE value smaller than other is consider better. For this purpose the study used real data. The results show the (DRBLTS) estimators are more accuracy than other. | ||
| Keywords | ||
| DRBLTS | ||
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