修剪刀切法

A Trimmed Jackknife

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1980
被引 17
ABS 4

中文导读

研究了用修剪均值替代普通均值来改进刀切估计量的稳健性,给出了渐近理论并讨论两个简单例子。

Abstract

Summary The jackknifed version of a regular estimate is the average of the sample pseudo-values, which in general are not independent and often have long-tailed distributions. We examine the simple alternative of the trimmed average of the pseudo-values, which is a naive type of robust estimate. The asymptotic theory is developed and two simple examples are discussed.

计量经济学统计学数学