Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
本文研究了如何用重抽样方法(如自助法和刀切法)构建非参数置信限,并引入最不利族概念来保证覆盖概率,对统计和计量经济学研究者有参考价值。
Thomas J. DiCiccio, Joseph P. Romano, Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families, International Statistical Review / Revue Internationale de Statistique, Vol. 58, No. 1 (Apr., 1990), pp. 59-76