Weighted bootstraps for the variance |
| |
| Institution: | 1. School of Mathematics and Statistics, Guangxi Teachers Education University, Nanning 530023, PR China;2. School of Mathematics and Statistics, Central South University, Changsha 410083, PR China;3. Seven Bridges Genomics, 1 Main Street, Cambridge, MA 02142, USA;1. College of Animal Science, South China Agricultural University, Guangzhou 510642, PR China;2. School of Chemistry and Chemical Engineering, Central South University, Changsha 410083, PR China;3. School of Pharmaceutical Sciences, Central South University, Changsha 410083, PR China;4. Institute of Subtropical Agriculture, Chinese Academy of Sciences, Changsha 410125, PR China;1. School of Mathematics and Statistics, Central South University, Changsha 410083, PR China;2. College of Animal Science, South China Agricultural University, Guangzhou 510642, PR China;3. School of Chemistry and Chemical Engineering, Central South University, Changsha 410083, PR China;1. College of Science, China Agricultural University, Beijing, 100193, PR China;2. Third Class Tobacco Supervision Station, Beijing, 101121, PR China |
| |
| Abstract: | We consider the weighted bootstrap introduced by Mason and Newton Ann. Statist. 20 (1992) 1611–1624] for estimators of the variance (in non-Studentized form). First, we give conditions on the moments of the weights to ensure that the weighted bootstrap leads to uniformly correct two-sided approximation up to the rate O(n−3/2). Then, we discuss the practical choice of the random weights in order to construct one-sided confidence intervals accurate up to O(n−3/2). |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
