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Vol. 15 Núm. 2 (2024)
Vol. 15 Núm. 2 (2024): Vol 15, Núm.2 (2024): Julio-Diciembre

Artículos de investigación / Research papers

Bootstrap versus Jackknife: Confidence intervals, hypothesis testing, density estimation, and kernel regression

https://doi.org/10.19053/01217488.v15.n2.2024.15900

Publicado 2024-10-10

  • Laura Cruz
    • ,
  • Jessica Blanco
    • ,
  • Ramón Giraldo

Laura Cruz
Universidad Nacional de Colombia image/svg+xml

Jessica Blanco
Universidad Nacional de Colombia image/svg+xml

Ramón Giraldo
a:1:{s:5:"es_ES";s:46:"Universidad Nacional de Colombia, Sede Bogotá";}

Resumen

Se comparan los métodos Bootstrap y Jackknife en varios contextos estadísticos. Inicialmente usando estimaciones de coeficientes de variación obtenidos a partir de muestras de varios modelos de probabilidad (Normal, Gama, Binomial y Poisson) generadas por simulación de Monte Carlo. Con los resultados se evalúa sesgo y varianza los estimadores. También se estudia el desempeño de los dos procedimientos inferenciales considerados en problemas de una muestra, estimación de la densidad y regresión kernel. Los resultados muestran que en el caso del coeficiente de variación Jackknife tiene menor sesgo pero mayor error estándar. Bootstrap es más potente en este contexto. En lo referente a la estimación de la densidad (histograma y Kernel) y la estimación del ancho de banda en la estimación de la función de regresión Jackknife produce estimaciones más cercanas a las clásicas que las halladas con Bootstrap. Los correspondientes intervalos de confianza con Jackknife son más cortos que los establecidos con Bootstrap.

Palabras clave

Bootstrap, estimación kernel de la densidad, intervalos de confianza, Jackknife, potencia de la prueba, regresión kernel

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