2004
DOI: 10.1081/sac-120028436
|View full text |Cite
|
Sign up to set email alerts
|

Simulation Studies on Bootstrap Empirical Likelihood Tests

Abstract: In this paper we consider to test the hypothesis using the empirical likelihood. To calculate the critical value of the test, two bootstrap methods are applied. Our simulation results indicate that the bootstrap methods improve the small sample property of the test.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1

Citation Types

0
3
0

Year Published

2007
2007
2024
2024

Publication Types

Select...
6

Relationship

0
6

Authors

Journals

citations
Cited by 7 publications
(3 citation statements)
references
References 16 publications
0
3
0
Order By: Relevance
“…Second, Monte Carlo simulations with bootstrap sampling of the isotopomer abundances provided an effective method for exploring the flux space that was consistent with the observed redistribution of label. Stochastic sampling of the starting fluxes is routine in the modeling process (Schwender et al, 2006), and combining this with statistical sampling of the data points improves the fitting procedure (Kelly et al, 1990;Namba, 2004). Surprisingly, the availability of a subroutine to exploit this method in the commonly used 13C-FLUX software appears to have been overlooked.…”
Section: Discussionmentioning
confidence: 99%
“…Second, Monte Carlo simulations with bootstrap sampling of the isotopomer abundances provided an effective method for exploring the flux space that was consistent with the observed redistribution of label. Stochastic sampling of the starting fluxes is routine in the modeling process (Schwender et al, 2006), and combining this with statistical sampling of the data points improves the fitting procedure (Kelly et al, 1990;Namba, 2004). Surprisingly, the availability of a subroutine to exploit this method in the commonly used 13C-FLUX software appears to have been overlooked.…”
Section: Discussionmentioning
confidence: 99%
“…The critical value for the profile EL ratio statistic, therefore, cannot be calculated easily using the derived distribution, necessitating the search for alternate methods. Our second approach is to employ the bootstrap to obtain the critical value (Namba, 2004). We compare the performances of the profile EL and NA based approaches through Monte Carlo simulation.…”
Section: Introductionmentioning
confidence: 99%
“…Deriving the Bartlett correction can be challenging and therefore should be estimated via bootstrap [21], and with an increased computational cost. On the same spirit, [17,[22][23][24][25] proposed bootstrap calibration 3 of the EL test statistic directly. In contrast to EL, the EEL, does not admit Bartlett correction [26] and an adjustment was suggested by [27].…”
mentioning
confidence: 99%