論文

査読有り
2014年9月

Higher-order accuracy of multiscale-double bootstrap for testing regions

Journal of Multivariate Analysis
  • Shimodaira, H.

130
開始ページ
208
終了ページ
223
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1016/j.jmva.2014.05.007
出版者・発行元
ELSEVIER INC

We consider hypothesis testing for the null hypothesis being represented as an arbitrary-shaped region in the parameter space. We compute an approximate p-value by counting how many times the null hypothesis holds in bootstrap replicates. This frequency, known as bootstrap probability, is widely used in evolutionary biology, but often reported as biased in the literature. Based on the asymptotic theory of bootstrap confidence intervals, there have been some new attempts for adjusting the bias via bootstrap probability without direct access to the parameter value. One such an attempt is the double bootstrap which adjusts the bias by bootstrapping the bootstrap probability. Another new attempt is the multiscale bootstrap which is similar to the m-out-of-n bootstrap but very unusually extrapolating the bootstrap probability to m=-n. In this paper, we employ these two attempts at the same time, and call the new procedure as multiscale-double bootstrap. By focusing on the multivariate normal model, we investigate higher-order asymptotics up to fourth-order accuracy. Geometry of the region plays important roles in the asymptotic theory. It was known in the literature that the curvature of the boundary surface of the region determines the bias of bootstrap probability. We found out that the "curvature of curvature" determines the remaining bias of double bootstrap. The multiscale bootstrap removes these biases. The multiscale-double bootstrap is fourth order accurate with coverage probability erring only O(n-2), and it is robust against computational error of parameter estimation used for generating bootstrap replicates from the null distribution. © 2014 Elsevier Inc.

リンク情報
DOI
https://doi.org/10.1016/j.jmva.2014.05.007
DBLP
https://dblp.uni-trier.de/rec/journals/ma/Shimodaira14
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000339413100014&DestApp=WOS_CPL
Scopus
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84902212993&origin=inward 本文へのリンクあり
Scopus Citedby
https://www.scopus.com/inward/citedby.uri?partnerID=HzOxMe3b&scp=84902212993&origin=inward
URL
https://dblp.uni-trier.de/db/journals/ma/ma130.html#Shimodaira14
ID情報
  • DOI : 10.1016/j.jmva.2014.05.007
  • ISSN : 0047-259X
  • eISSN : 1095-7243
  • DBLP ID : journals/ma/Shimodaira14
  • ORCIDのPut Code : 49219868
  • SCOPUS ID : 84902212993
  • Web of Science ID : WOS:000339413100014

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