Double bootstrapping for visualising the distribution of descriptive statistics of functional data

02/01/2021
by   Han Lin Shang, et al.
0

We propose a double bootstrap procedure for reducing coverage error in the confidence intervals of descriptive statistics for independent and identically distributed functional data. Through a series of Monte Carlo simulations, we compare the finite sample performance of single and double bootstrap procedures for estimating the distribution of descriptive statistics for independent and identically distributed functional data. At the cost of longer computational time, the double bootstrap with the same bootstrap method reduces confidence level error and provides improved coverage accuracy than the single bootstrap. Illustrated by a Canadian weather station data set, the double bootstrap procedure presents a tool for visualising the distribution of the descriptive statistics for the functional data.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset