| A METHOD TO APPROXIMATE DISTRIBUTIONSOF RELATED STATISTICS |
| |
| 引用本文： | SHI Jian (Institute of Systems Science,Academia Sinica,Beijing 100080,China) ZHENG Zhongguo (Department of Probability and Statistics,Peking University,Beijing 100871,China). A METHOD TO APPROXIMATE DISTRIBUTIONSOF RELATED STATISTICS[J]. 系统科学与复杂性, 1997, 0(2) |
| |
| 作者姓名： | SHI Jian (Institute of Systems Science Academia Sinica Beijing 100080 China) ZHENG Zhongguo (Department of Probability and Statistics Peking University Beijing 100871 China) |
| |
| 作者单位： | SHI Jian (Institute of Systems Science，Academia Sinica，Beijing 100080，China) ZHENG Zhongguo (Department of Probability and Statistics，Peking University，Beijing 100871，China) |
| |
| 摘 要： | 1.IntroductionandResultSupposethereisand--dimensional(d21)randomsampleXi,fromsomeprobabilityspace(fi,I,P)to(R',B,),Xi4Fi,Fibeingunknown,15i5n,n21.Whatconcernsusisthedistributionalpropertyofsomep-dimensional(p21)statisticTi~Ti(XIt''IX.;FI1'',Fi)whichisus…
|
A METHOD TO APPROXIMATE DISTRIBUTIONS OF RELATED STATISTICS |
| |
| SHI Jian. A METHOD TO APPROXIMATE DISTRIBUTIONS OF RELATED STATISTICS[J]. Journal of Systems Science and Complexity, 1997, 0(2) |
| |
| Authors: | SHI Jian |
| |
| Abstract: | In this paper we propose a method to approximate a class of statistics which admit Edgeworth expansions. The accuracy of the approximation is proved to be at the same optimal rate as the well known bootstrap and random weighting. In practice conditional distributions of uni-dimensional statistics constructed by our method can exactly be derived. Meanwhile, our method has a nice model robustness. |
| |
| Keywords: | Bootstrap Edgeworth expansion random weighting |
| 本文献已被 CNKI 等数据库收录！ |
