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
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