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重抽样方法中的鞍点近似

Saddlepoint Approximations in Resampling Methods

Biometrika · 1988
被引 8
ABS 4

中文导读

展示了鞍点近似在多种简单自助法和随机化应用中的易用性和准确性,包括均值估计、比率估计、两样本比较和自回归估计。

Abstract

Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.

计量经济学统计学重抽样方法自回归模型