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Article: Estimation of the distribution function of a standardized statistic

TitleEstimation of the distribution function of a standardized statistic
Authors
Lee, SMSYoung, GA
KeywordsBandwidth
Bootstrap
Edgeworth
Kernel
Linear approximation
Resampling
Standardized statistic
Issue Date1997
PublisherWiley-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?
AbstractFor 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 Identifierhttp://hdl.handle.net/10722/82648
ISSN
1369-7412
2023 Impact Factor: 3.1
2023 SCImago Journal Rankings: 4.330
ISI Accession Number ID
WOS:A1997WP77100005
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorLee, SMSen_HK
dc.contributor.authorYoung, GAen_HK
dc.date.accessioned2010-09-06T08:31:48Z-
dc.date.available2010-09-06T08:31:48Z-
dc.date.issued1997en_HK
dc.identifier.citationJournal Of The Royal Statistical Society. Series B: Statistical Methodology, 1997, v. 59 n. 2, p. 383-400en_HK
dc.identifier.issn1369-7412en_HK
dc.identifier.urihttp://hdl.handle.net/10722/82648-
dc.description.abstractFor 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.languageengen_HK
dc.publisherWiley-Blackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/RSSBen_HK
dc.relation.ispartofJournal of the Royal Statistical Society. Series B: Statistical Methodologyen_HK
dc.subjectBandwidthen_HK
dc.subjectBootstrapen_HK
dc.subjectEdgeworthen_HK
dc.subjectKernelen_HK
dc.subjectLinear approximationen_HK
dc.subjectResamplingen_HK
dc.subjectStandardized statisticen_HK
dc.titleEstimation of the distribution function of a standardized statisticen_HK
dc.typeArticleen_HK
dc.identifier.emailLee, SMS: smslee@hku.hken_HK
dc.identifier.authorityLee, SMS=rp00726en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.scopuseid_2-s2.0-0347186760en_HK
dc.identifier.hkuros36603en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0347186760&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume59en_HK
dc.identifier.issue2en_HK
dc.identifier.spage383en_HK
dc.identifier.epage400en_HK
dc.identifier.isiWOS:A1997WP77100005-
dc.publisher.placeUnited Kingdomen_HK
dc.identifier.scopusauthoridLee, SMS=24280225500en_HK
dc.identifier.scopusauthoridYoung, GA=36723800600en_HK
dc.identifier.issnl1369-7412-

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