Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest.
Pablo J. MoyaJuan Francisco MuñozEncarnación Álvarez VerdejoFrancisco Javier Blanco-EncomiendaPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- confidence intervals
- variance reduction
- sample size
- markov chain
- hypothesis testing
- stochastic systems
- monte carlo
- test set
- roc curve
- sufficiently small
- data points
- outlier detection
- conditional probabilities
- stopping rules
- limit theorems
- probability distribution
- bayesian networks
- learning algorithm
- hypothesis tests
- feature selection