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Article: Estimation of the distribution function of a standardized statistic
Title | Estimation of the distribution function of a standardized statistic |
---|---|
Authors | |
Keywords | Bandwidth Bootstrap Edgeworth Kernel Linear approximation Resampling Standardized statistic |
Issue Date | 1997 |
Publisher | Wiley-Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/RSSB |
Citation | Journal Of The Royal Statistical Society. Series B: Statistical Methodology, 1997, v. 59 n. 2, p. 383-400 How to Cite? |
Abstract | For estimating the distribution of a standardized statistic, the bootstrap estimate is known to be local asymptotic minimax. Various computational techniques have been developed to improve on the simulation efficiency of uniform resampling, the standard Monte Carlo approach to approximating the bootstrap estimate. Two new approaches are proposed which give accurate yet simple approximations to the bootstrap estimate. The second of the approaches even improves the convergence rate of the simulation error. A simulation study examines the performance of these two approaches in comparison with other modified bootstrap estimates. © 1997 Royal Statistical Society. |
Persistent Identifier | http://hdl.handle.net/10722/82648 |
ISSN | 2023 Impact Factor: 3.1 2023 SCImago Journal Rankings: 4.330 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, SMS | en_HK |
dc.contributor.author | Young, GA | en_HK |
dc.date.accessioned | 2010-09-06T08:31:48Z | - |
dc.date.available | 2010-09-06T08:31:48Z | - |
dc.date.issued | 1997 | en_HK |
dc.identifier.citation | Journal Of The Royal Statistical Society. Series B: Statistical Methodology, 1997, v. 59 n. 2, p. 383-400 | en_HK |
dc.identifier.issn | 1369-7412 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82648 | - |
dc.description.abstract | For estimating the distribution of a standardized statistic, the bootstrap estimate is known to be local asymptotic minimax. Various computational techniques have been developed to improve on the simulation efficiency of uniform resampling, the standard Monte Carlo approach to approximating the bootstrap estimate. Two new approaches are proposed which give accurate yet simple approximations to the bootstrap estimate. The second of the approaches even improves the convergence rate of the simulation error. A simulation study examines the performance of these two approaches in comparison with other modified bootstrap estimates. © 1997 Royal Statistical Society. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Wiley-Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/RSSB | en_HK |
dc.relation.ispartof | Journal of the Royal Statistical Society. Series B: Statistical Methodology | en_HK |
dc.subject | Bandwidth | en_HK |
dc.subject | Bootstrap | en_HK |
dc.subject | Edgeworth | en_HK |
dc.subject | Kernel | en_HK |
dc.subject | Linear approximation | en_HK |
dc.subject | Resampling | en_HK |
dc.subject | Standardized statistic | en_HK |
dc.title | Estimation of the distribution function of a standardized statistic | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Lee, SMS: smslee@hku.hk | en_HK |
dc.identifier.authority | Lee, SMS=rp00726 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.scopus | eid_2-s2.0-0347186760 | en_HK |
dc.identifier.hkuros | 36603 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0347186760&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 59 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 383 | en_HK |
dc.identifier.epage | 400 | en_HK |
dc.identifier.isi | WOS:A1997WP77100005 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Lee, SMS=24280225500 | en_HK |
dc.identifier.scopusauthorid | Young, GA=36723800600 | en_HK |
dc.identifier.issnl | 1369-7412 | - |