An asymptotics look at the generalized inference
文献类型：期刊论文
| 作者 | Xiong, Shifeng
|
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2011-02-01 |
| 卷号 | 102期号:2页码:336-348 |
| 关键词 | Bootstrap Fiducial inference Generalized inference Simultaneous confidence intervals Structural method |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2010.09.008 |
| 英文摘要 | This paper provides an asymptotics look at the generalized inference through showing connections between the generalized inference and two widely used asymptotic methods the bootstrap and plug-in method A generalized bootstrap method and a generalized plug-in method are introduced The generalized bootstrap method can not only be used to prove asymptotic frequentist properties of existing generalized confidence regions through viewing fiducial generalized pivotal quantities as generalized bootstrap variables but also yield new confidence regions for the situations where the generalized inference is unavailable Some examples are presented to illustrate the method In addition the generalized F-test (Weerahandi 1995 1261) can be derived by the generalized plug-in method then its asymptotic validity is obtained (C) 2010 Elsevier Inc All rights reserved |
| 语种 | 英语 |
| WOS记录号 | WOS:000284983600011 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12504]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiong, Shifeng |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiong, Shifeng. An asymptotics look at the generalized inference[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2011,102(2):336-348. |
| APA | Xiong, Shifeng.(2011).An asymptotics look at the generalized inference.JOURNAL OF MULTIVARIATE ANALYSIS,102(2),336-348. |
| MLA | Xiong, Shifeng."An asymptotics look at the generalized inference".JOURNAL OF MULTIVARIATE ANALYSIS 102.2(2011):336-348. |
入库方式： OAI收割
来源：数学与系统科学研究院
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