Local optimization-based statistical inference
文献类型：期刊论文
| 作者 | Xiong, Shifeng
|
| 刊名 | ELECTRONIC JOURNAL OF STATISTICS
 |
| 出版日期 | 2017 |
| 卷号 | 11期号:1页码:2295-2320 |
| 关键词 | Bootstrap importance sampling non-regular problem resampling space-filling design stochastic programming |
| ISSN号 | 1935-7524 |
| DOI | 10.1214/17-EJS1292 |
| 英文摘要 | This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence intervals as long as there exist consistent estimators of unknown parameters. We present simple algorithms including a neighborhood bootstrap method to implement the approach. Several examples in which theoretical analysis is not easy are presented to show the effectiveness of the proposed approach. |
| 语种 | 英语 |
| WOS记录号 | WOS:000408006600067 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26449]  |
| 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. Local optimization-based statistical inference[J]. ELECTRONIC JOURNAL OF STATISTICS,2017,11(1):2295-2320. |
| APA | Xiong, Shifeng.(2017).Local optimization-based statistical inference.ELECTRONIC JOURNAL OF STATISTICS,11(1),2295-2320. |
| MLA | Xiong, Shifeng."Local optimization-based statistical inference".ELECTRONIC JOURNAL OF STATISTICS 11.1(2017):2295-2320. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。