Bootstrapping for parameter uncertainty in the space–time epidemic-type aftershock sequence model Article Swipe
Pierre Dutilleul
,
Christian Genest
,
Roger D. Peng
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.1093/gji/ggae003
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.1093/gji/ggae003
SUMMARY This paper proposes the use of the parametric bootstrap as a simple way of obtaining reliable confidence intervals for the parameters in the space–time epidemic-type aftershock sequence (ETAS) model. Using an earthquake data catalogue spanning almost 20 yr of seismic activity in the Pacific Ocean off the shores of Vancouver Island (British Columbia, Canada), the authors show through simulation that the confidence intervals based on asymptotic maximum-likelihood theory can sometimes be misleading. In contrast, confidence intervals based on empirical quantiles from bootstrap samples have reliable nominal coverage, provided that edge effects are properly taken into account, both in the bootstrap procedure and in simulation studies. An R package called ETASbootstrap, developed by the authors, facilitates the use of this resampling procedure.
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Metadata
- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.1093/gji/ggae003
- https://academic.oup.com/gji/advance-article-pdf/doi/10.1093/gji/ggae003/55031214/ggae003.pdf
- OA Status
- gold
- Cited By
- 5
- References
- 25
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4390647113
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4390647113Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.1093/gji/ggae003Digital Object Identifier
- Title
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Bootstrapping for parameter uncertainty in the space–time epidemic-type aftershock sequence modelWork title
- Type
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articleOpenAlex work type
- Language
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enPrimary language
- Publication year
-
2024Year of publication
- Publication date
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2024-01-03Full publication date if available
- Authors
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Pierre Dutilleul, Christian Genest, Roger D. PengList of authors in order
- Landing page
-
https://doi.org/10.1093/gji/ggae003Publisher landing page
- PDF URL
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https://academic.oup.com/gji/advance-article-pdf/doi/10.1093/gji/ggae003/55031214/ggae003.pdfDirect link to full text PDF
- Open access
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YesWhether a free full text is available
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goldOpen access status per OpenAlex
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https://academic.oup.com/gji/advance-article-pdf/doi/10.1093/gji/ggae003/55031214/ggae003.pdfDirect OA link when available
- Concepts
-
Bootstrapping (finance), Resampling, Confidence interval, Sequence (biology), Statistics, Aftershock, Parametric statistics, Quantile, Econometrics, Inference, Computer science, Geology, Seismology, Mathematics, Artificial intelligence, Genetics, BiologyTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
5Total citation count in OpenAlex
- Citations by year (recent)
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2025: 1, 2024: 4Per-year citation counts (last 5 years)
- References (count)
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25Number of works referenced by this work
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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