迭代不动点的刀切法

Jackknifing Fixed Points of Iterations

Biometrika · 1987
被引 0
ABS 4

中文导读

将刀切法(jackknife)推广到通过迭代过程极限得到的统计量,使其计算可行,并以EM算法和迭代加权最小二乘为例展示应用。

Abstract

The jackknife method for estimating the dispersion of a statistic T, considered as an estimator of a p-dimensional vector of parameters, can be modified so as to become computationally feasible for the class of statistics that are obtained as limits of iterative processes. Examples are given to show how the method can be applied to the EM algorithm and to iteratively reweighted leastsquares.

统计学计算数学迭代算法参数估计