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A bootstrap test for equality of mean absolute errors

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Title: A bootstrap test for equality of mean absolute errors

Authors: Naveen Kumar Boiroju, Ramu Yerukala, M.Venugopala Rao, M. Krishna Reddy

Journal: ARPN Journal of Engineering and Applied Sciences

HEC Recognition History
Category From To
Y 2023-07-01 2024-09-30
Y 2022-07-01 2023-06-30
Y 2021-07-01 2022-06-30
X 2020-07-01 2021-06-30

Publisher: Khyber Medical College, Peshawar

Country: Pakistan

Year: 2011

Volume: 6

Issue: 5

Language: English

Categories
Hypothesis Testing (108) Mean Absolute Error (1) Econometrics (4472) Data Analysis (701) Statistics (8857)

Abstract

In this paper, a bootstrap test procedure for testing of equality of mean absolute errors of two alternative time series models is developed. Applicability of the bootstrap test is explained using two numerical examples and the results compared with the Sign test and Die bold-Mariano Test.

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