An Analysis of Project Risks Using the Non-parametric Bootstrap Technique

被引：8
作者：
Alborzi, S. [1 ]
Aminian, A. [2 ]
Mojtahedi, S. M. H. [3 ]
Mousavi, S. M. [3 ]
机构：
[1] Islamic Azad Univ Qazvin, Dept Mech & Ind Engn, Qazvin, Iran
[2] Islamic Azad Univ, Dept Ind Engn, Gachsaran Branch, Damavand, Iran
[3] Islamic Azad Univ, Grad Sch, Dept Ind Engn, S Tehran Branch Member Young Res Club, Tehran, Iran
来源：
IEEM: 2008 INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT, VOLS 1-3 | 2008年
关键词：
Bootstrap; non-parametric standard deviation; project risk analysis; risk factor;
D O I：
10.1109/IEEM.2008.4738079
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Standard statistical techniques do not always provide answers to project risks questions because often there are no parametric distributions on which significance can be estimated. Resampling methods provide a battery of tests that can be used in such circumstances. In the past few years these methods have been explored theoretically and are now employed frequently. The aim of the paper is to highlight the motivations for using a model base on bootstrap in typical project risk analysis. Bootstrap method for decreasing the standard deviation of project risks is described. We give a numerical example for better understanding.
引用
收藏
页码：1295 / +
页数：2
相关论文
共 50 条
  • [21] Non-parametric analysis of a proportional wearout model for accelerated degradation data
    Ebrahem, MAH
    Higgins, JJ
    APPLIED MATHEMATICS AND COMPUTATION, 2006, 174 (01) : 365 - 373
  • [22] Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
    Gkillas, Konstantinos
    Floros, Christos
    Konstantatos, Christoforos
    Vortelinos, Dimitrios I.
    INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS, 2020, 10 (03) : 264 - 290
  • [23] Non-parametric detection and estimation of structural change
    Kristensen, Dennis
    ECONOMETRICS JOURNAL, 2012, 15 (03) : 420 - 461
  • [24] Non-parametric approach to the study of phenotypic stability
    Ferreira, D. F.
    Fernandes, S. B.
    Bruzi, A. T.
    Ramalho, M. A. P.
    GENETICS AND MOLECULAR RESEARCH, 2016, 15 (01)
  • [25] Non-parametric multivariate analysis of variance in the proteomic response of potato to drought stress
    Zerzucha, Piotr
    Boguszewska, Dominika
    Zagdanska, Barbara
    Walczak, Beata
    ANALYTICA CHIMICA ACTA, 2012, 719 : 1 - 7
  • [26] A new test for the parametric form of the variance function in non-parametric regression
    Dette, Holger
    Neurneyer, Natalie
    Van Keilegorn, Ingrid
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2007, 69 : 903 - 917
  • [27] Hypothesis testing for two population means: parametric or non-parametric test?
    Tsagris, Michail
    Alenazi, Abdulaziz
    Verrou, Kleio-Maria
    Pandis, Nikolaos
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (02) : 252 - 270
  • [28] Non-parametric assessment of non-inferiority with censored data
    Freitag, G
    Lange, S
    Munk, A
    STATISTICS IN MEDICINE, 2006, 25 (07) : 1201 - 1217
  • [29] Non-parametric and semi-parametric support estimation using SEquential RESampling random walks on biomolecular sequences
    Wei Wang
    Jack Smith
    Hussein A. Hejase
    Kevin J. Liu
    Algorithms for Molecular Biology, 15
  • [30] Non-parametric and semi-parametric support estimation using SEquential RESampling random walks on biomolecular sequences
    Wang, Wei
    Smith, Jack
    Hejase, Hussein A.
    Liu, Kevin J.
    ALGORITHMS FOR MOLECULAR BIOLOGY, 2020, 15 (01)
12345