ACCURATE AND EFFICIENT CONSTRUCTION OF BOOTSTRAP LIKELIHOODS

被引：16
作者：
DAVISON, AC
HINKLEY, DV
WORTON, BJ
机构：
[1] UNIV OXFORD,DEPT STAT,OXFORD OX1 3TG,ENGLAND
[2] UNIV CALIF SANTA BARBARA,DEPT STAT & APPL PROBABIL,SANTA BARBARA,CA 93106
[3] UNIV EDINBURGH,DEPT MATH & STAT,EDINBURGH EH9 3JZ,MIDLOTHIAN,SCOTLAND
来源：
STATISTICS AND COMPUTING | 1995年 / 5卷 / 04期
关键词：
BOOTSTRAP RECYCLING; CORRELATION COEFFICIENT; EMPIRICAL LIKELIHOOD; KERNEL DENSITY ESTIMATION; LAPLACES METHOD; NONPARAMETRIC SMOOTHING; SADDLEPOINT APPROXIMATION;
D O I：
10.1007/BF00162498
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The simplest construction of bootstrap likelihoods involves two levels of bootstrapping, kernel density estimation, and non-parametric curve-smoothing. We describe more accurate and efficient constructions, based on smoothing at the first level of nested bootstraps and saddlepoint approximation to remove second-level bootstrap variation. Detailed illustrations are given.
引用
收藏
页码：257 / 264
页数：8
相关论文
共 10 条
[1]  
DANIELS HE, 1991, BIOMETRIKA, V78, P169
[2]   BOOTSTRAP LIKELIHOODS [J].
DAVISON, AC ;
HINKLEY, DV ;
WORTON, BJ .
BIOMETRIKA, 1992, 79 (01) :113-130
[3]   SADDLEPOINT APPROXIMATIONS IN RESAMPLING METHODS [J].
DAVISON, AC ;
HINKLEY, DV .
BIOMETRIKA, 1988, 75 (03) :417-431
[4]   MORE ACCURATE CONFIDENCE-INTERVALS IN EXPONENTIAL-FAMILIES [J].
DICICCIO, T ;
EFRON, B .
BIOMETRIKA, 1992, 79 (02) :231-245
[5]  
DiCiccio T. J., 1992, Statistics and Computing, V2, P161, DOI 10.1007/BF01891208
[6]   THEORETICAL COMPARISON OF BOOTSTRAP CONFIDENCE-INTERVALS [J].
HALL, P .
ANNALS OF STATISTICS, 1988, 16 (03) :927-953
[7]  
LARSEN RJ, 1986, INTRO MATH STATISTIC
[8]   BOOTSTRAP RECYCLING - A MONTE-CARLO ALTERNATIVE TO THE NESTED BOOTSTRAP [J].
NEWTON, MA ;
GEYER, CJ .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) :905-912
[9]   EMPIRICAL LIKELIHOOD RATIO CONFIDENCE-REGIONS [J].
OWEN, A .
ANNALS OF STATISTICS, 1990, 18 (01) :90-120
[10]  
ROBINSON J, 1982, J ROY STAT SOC B MET, V44, P91
1