刀切置信限方法的改进

Improvements of Jackknife Confidence Limit Methods

Biometrika · 1984
被引 4
ABS 4

中文导读

对刀切法计算标准误的学生化参数估计应用Edgeworth展开,得到置信限公式的调整,并通过比率估计的数值例子与自助法对比。

Abstract

Edgeworth expansion is applied to studentized parameter estimates when the standard error has been computed by a jackknife method. Adjustments to the usual jackknife confidence limit formulae are obtained. This approach is contrasted with a bootstrap approach in numerical illustrations for estimation of a ratio.

统计学计量经济学应用数学参数估计