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A NOTE ON THE L_p COMPARISON BETWEEN THE BOOTSTRAP AND RANDOM WEIGHTING
引用本文:SHI Jian (Institute of Systems Science,Academia Sinica,Beijing 100080,China). A NOTE ON THE L_p COMPARISON BETWEEN THE BOOTSTRAP AND RANDOM WEIGHTING[J]. 系统科学与复杂性, 1996, 0(3)
作者姓名:SHI Jian (Institute of Systems Science  Academia Sinica  Beijing 100080  China)
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, 0(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
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