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Article information
2004 , Volume 9, Special issue, p.125-132
Sobol I.M., Myshetskaya E.E.
Error of multidimensional quadrature formula as a model for bias in bootstrap method
The bootstrap method allows to estimate the accuracy of a single statistical experiment by repeated use of the available sample. In this paper an attempt is made to consider the error of a multidimensional quadrature formula as a model for the bias in bootstrap.
Classificator Msc2000:- *62F40 Bootstrap, jackknife and other resampling methods
- 62G09 Resampling methods
- 65C60 Computational problems in statistics
- 65D32 Quadrature and cubature formulas
Keywords: random sample, lattice cubature formula, mathematical expectation
Author(s):
Sobol I.M.
Dr. , Professor
Position: General Scientist
Address: 125047, Russia, Moscow
Phone Office: (095)250-98-03
E-mail: hq@imamod.ru
Myshetskaya E.E.
Position: Senior Research Scientist
Address: 125047, Russia, Moscow
Phone Office: (095)973-03-85
E-mail: hq@imamod.ru
Bibliography link:
Sobol I.M., Myshetskaya E.E. Error of multidimensional quadrature formula as a model for bias in bootstrap method // Computational technologies. 2004. V. 9. Special issue. Selected papers presented at VII International workshop “Cubature formulae and their applications”. Krasnoyarsk, August 2003. P. 125-132
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