Bootstrapping the confidence intervals of R2MAD for samples from contaminated standard logistic distribution

• Main Authors: Maarof, Fauziah, Lim, Fong Peng, Ibrahim, Noor Akma
• 格式: Article
• 语言: English
• 出版: Universiti Putra Malaysia Press 2010
• 在线阅读: http://psasir.upm.edu.my/id/eprint/13443/1/Bootstrapping%20the%20Confidence%20Intervals%20of%20R.pdf; http://psasir.upm.edu.my/id/eprint/13443/; http://www.pertanika.upm.edu.my/Pertanika%20PAPERS/JST%20Vol.%2018%20%281%29%20Jan.%202010/22%20Pg%20209-221.pdf

This paper investigates the confidence intervals of R2MAD, the coefficient of determination based on median absolute deviation in the presence of outliers. Bootstrap bias-corrected accelerated (BCa) confidence intervals, known to have higher degree of correctness, are constructed for the mean and st...