首页 | 本学科首页   官方微博 | 高级检索  
     检索      

A NOTE ON THE L_p COMPARISON BETWEEN THE BOOTSTRAP AND RANDOM WEIGHTING
作者姓名:SHI  Jian
作者单位:Institute of Systems Science,Academia Sinica,Beijing 100080,China
摘    要:ANOTEONTHEL_pCOMPARISONBETWEENTHEBOOTSTRAPANDRANDOMWEIGHTINGSHIJian(InstituteofSystemsScience,AcademiaSinica,Beijing100080,Ch...


A NOTE ON THE L_p COMPARISON BETWEEN THE BOOTSTRAP AND RANDOM WEIGHTING
SHI Jian.A NOTE ON THE L_p COMPARISON BETWEEN THE BOOTSTRAP AND RANDOM WEIGHTING[J].Journal of Systems Science and Complexity,1996(3).
Authors:SHI Jian
Abstract:In the literature of resampling methods, the bootstrap and random weighting are much more studied (the latter is also called Bayesian bootstrap). When they are applied to approximate distributions of pivotal statistics, the strong consistency is often discussed.However, one could not determine which is better becauae both of their accuracies are O (n/(loglogn)1/2). In this note, a comparison between them is investigated under the Lp norm. A result obtained shows that the bootstrap is relatively better.
Keywords:Bootstrap  random weighting  Edgeworth expansion  Lp norm
本文献已被 CNKI 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号