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이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정

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dc.contributor.author전명식-
dc.contributor.author정병철-
dc.date.accessioned2021-09-09T16:08:25Z-
dc.date.available2021-09-09T16:08:25Z-
dc.date.issued2008-
dc.identifier.issn1225-066X-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/125420-
dc.description.abstractThe bootstrap method for the score test statistic is proposed in a bivariate negativebinomial distribution. The Monte Carlo study shows that the score test for testingoverdispersion underestimates the nominal signicance level, while the score test for\intrinsic correlation" overestimates the nominal one. To vercome this problem, wepropose a bootstrap method for the score test. We nd that bootstrap methods keepthe signicance level close to the nominal signicance level for testing the hypothesis. An empirical example is provided to illustrate the results.-
dc.format.extent13-
dc.publisher한국통계학회-
dc.title이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정-
dc.title.alternativeTesting for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method-
dc.typeArticle-
dc.publisher.location대한민국-
dc.identifier.bibliographicCitation응용통계연구, v.21, no.2, pp 341 - 353-
dc.citation.title응용통계연구-
dc.citation.volume21-
dc.citation.number2-
dc.citation.startPage341-
dc.citation.endPage353-
dc.identifier.kciidART001243900-
dc.description.isOpenAccessN-
dc.description.journalRegisteredClasskci-
dc.subject.keywordAuthorBivariate poisson-
dc.subject.keywordAuthorbivariate negative binomial-
dc.subject.keywordAuthoroverdispersion-
dc.subject.keywordAuthorbootstrap.-
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