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均值漂移模型中的条件自助法

Conditional Bootstrap Methods in the Mean-Shift Model

Biometrika · 1987
被引 4
ABS 4

中文导读

研究了如何通过分层模拟使自助法具备条件性,并以尼罗河流量数据的均值漂移分析为例,与参数和半参数似然方法进行了比较。

Abstract

Bootstrap methods are not inherently conditional, but they can be made so by appropriate stratification of the simulated samples which bootstrap produces. We show how stratification can work in a bootstrap analysis of mean-shift in Nile river flow data. The results are compared with both parametric and semiparametric likelihood analyses. The paper ends with some general remarks on conditional bootstraps.

计量经济学统计学时间序列分析非参数统计