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dc.contributor.authorAllison, J.S.
dc.contributor.authorSwanepoel, J.W.H.
dc.identifier.citationAllison, J.S. & Swanepoel, J.W.H. 2012. A different view on evaluating the performance of bootstrap critical values. South African statistical journal, 46(1):1-30. []en_US
dc.description.abstractTwo methods to evaluate the performance of bootstrap-based tests are discussed. The first is one that is traditionally used in the literature, while the second is an alternative method that we propose. To illustrate the differences between the two evaluation methods, we consider testing the mean of a population. Theoretical properties of the corresponding bootstrap critical values are derived. The results of a simulation study are presented to provide empirical comparison of the two techniques with regard to size and power of the test, and to substantiate the theoretical findings. It is found, among others, that the new evaluation method can detect defects of bootstrap critical values that cannot be observed if the current evaluation method is employed. Similar results hold for the "smooth function model", which allows us to study testing problems where the parameter is for example a variance, a ratio of means or variances, or a correlation coefficienten_US
dc.description.sponsorshipNational Research Foundation of South Africaen_US
dc.subjectCornish-Fisher expansionen_US
dc.subjectEdgeworth expansionen_US
dc.subjectBootstrap critical valueen_US
dc.subjectEvaluation methoden_US
dc.subjectHypothesis testingen_US
dc.titleA different view on evaluating the performance of bootstrap critical valuesen_US
dc.contributor.researchID11985682 - Allison, James Samuel
dc.contributor.researchID10177507 - Swanepoel, Jan Willem Hendrik

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