关于自助法鞍点逼近

On the Bootstrap Saddlepoint Approximations

Biometrika · 1994
被引 2
ABS 4

中文导读

比较了学生化均值的精确分布与其自助法近似的鞍点逼近,证明在有界集上这些经验鞍点逼近一致达到二阶相对误差,并考虑了大偏差下的相对误差。

Abstract

We compare saddlepoint approximations to the exact distributions of a studentized mean and to its bootstrap approximation. We show that, on bounded sets, these empirical saddlepoint approximations achieve second order relative errors uniformly. We also consider the relative errors for larger deviations. It follows that the studentized-t bootstrap p-value and the coverage of the bootstrap confidence interval have second order relative errors.

统计学自助法鞍点逼近置信区间