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1.
孔繁超  张明俊 《应用数学》1996,9(3):344-350
本文研究学生化U-统计量的Edgeworth展开和Bootstrap逼近,在核函数h较弱的矩条件下,给出了学生化U-统计量的一项Edgeworth展开式和Bootstrap逼近。  相似文献   

2.
本文研究学生化U-统计量的Edgeworth展开和BootstraP逼近,在核函数h较弱的矩条件下,给出了学生化U-统计量的一项Edgeworth展开式和Bootstrap逼近.  相似文献   

3.
文[1]讨论了L-统计量的一种能达到O1√n精确度的随机加权逼近,本文则给出了L-统计量的Edgeworth展开和一种能达到o1√n精确性的新的随机加权逼近  相似文献   

4.
文[1]讨论了Von-Mises统计量的一种能达到O1n的精确性的随机加权逼近,本文则给出了这种统计量的一阶Edgeworth展开和一种能达到o1n的精确性的新的随机加权逼近.  相似文献   

5.
文[1]讨论了L一统计量的一种能达到O(1/n)精确性的Bootstrap副近,本文则在适当条件下,证明了上述Bootstrapa副近能达到精确性o(1/n),并给出了L一统计量的一阶Edgeworth展开的估计.  相似文献   

6.
L-统计量的Edgeworth展开和Bootstrap逼近   总被引:4,自引:0,他引:4  
文「1」讨论了L-统计量的一种能达到0(1/√n)精确性的Bootstrap逼近,本文则在适当条件下,证明了上述Bootstrap逼近能达到精确性0(1/√n),并给出了L-统计量的一阶Edgeworth展开的估计。  相似文献   

7.
埃其渥斯(FYEdgeworth1845—1926)在概率统计中的知名度,主要是来自他所创立的一种分布展开式——埃其渥斯展开,其实他在统计学上的主要贡献是在相关回归领域。统计史学家斯蒂格勒认为,高尔登、埃其渥斯与皮尔逊3人联手在统计学中掀起了一场革命,在这当中高尔登是思想家,但他拙于数学且不善于从自己的创造性思想中提取出全部果实,留下了许多迷雾。而埃其渥斯是一个思想周密的理论家,在高尔登的听众中他几乎是唯一的一个从高尔登的语言迷雾中看清楚事情的实质所在,并有在数学上清晰表达的可能,以致最终可…  相似文献   

8.
陈明华  任哲 《工科数学》1999,15(2):1-10
文[1]讨论了L-统计量的一种能达到O(1√n)精确度的随机加权逼近,本文则给出了L-统计量的Edgeworth展开和一种能选到O(1√n)精确性的新的随机加权逼近.  相似文献   

9.
拟合优度检验是建立统计模型的一个重要手段,很多检验统计量用一个理想样本能达到它们自己的极值,但EDF统计量做不到,这无疑会影响检验的势,在本文中,我们将提出某些调整型EDF统计量,它们具有这些性质,并改进了EDF检验,蒙得卡罗模拟表明,调整型EDF统计量在很多场合要必EDF具有更高的优势,特别对重尾的备选分布更是这样,我们还考察了检验的形态与它们的极值点之间的关系。  相似文献   

10.
本文研究统计假设检验问题中的渐近展开和功效损失,给出一阶渐近展开,二阶效率和功效损失,并且研究了建立在L-,R-,U-统计量及组合L-统计量上的检验问题。  相似文献   

11.
We show the validity of the one-term Edgeworth expansion for Studentized asymptotically linear statistics based on samples drawn without replacement from finite populations. Replacing the moments defining the expansion by their estimators we obtain an empirical Edgeworth expansion. We show the validity of the empirical Edgeworth expansion in probability.  相似文献   

12.
We show the validity of the one-term Edgeworth expansion for Studentized asymptotically linear statistics based on samples drawn without replacement from finite populations. Replacing the moments defining the expansion by their estimators, we obtain an empirical Edgeworth expansion. We show the validity of the empirical Edgeworth expansion in probability.  相似文献   

13.
With a given Edgeworth expansion sequences of i.i.d. r.v.'s are associated such that the Edgeworth expansion for the standardized sum of these r.v.'s agrees with the given Edgeworth expansion. This facilitates interpretation and manipulation of Edgeworth expansions. The theory is applied to the power of linear rank statistics and to the combination of such statistics based on subsamples. Complicated expressions for the power become more transparent. As a consequence of the sum-structure it is seen why splitting the sample causes no loss of first order efficiency and only a small loss of second order efficiency.  相似文献   

14.
For symmetric asymptotically linear statistics based on simple random samples, we construct a one–term empirical Edgeworth expansion, where the moments defining the true Edgeworth expansion are replaced by their jackknife estimators. In order to establish the validity of the empirical Edgeworth expansion (in probability) we prove the consistency of the jackknife estimators.  相似文献   

15.
In this paper, under some fairly general conditions, a first-order Edgeworth expansion for the standardized statistic of β in partial linear models is given, then a non-residual type of consistent estimation for the error variance is constructed, and finally an Edgeworth expansion for the corresponding studentized version is presented.  相似文献   

16.
Based on random left truncated and right censored data we investigate the one-term Edgeworth expansion for the Studentized product-limit estimator, and show that the Edgeworth expansion is close to the exact distribution of the Studentized product-limit estimator with a remainder of On(su-1/2).  相似文献   

17.
For symmetric asymptotically linear statistics based on simple random samples, we construct the one-term empirical Edgeworth expansion, where the moments defining the true Edgeworth expansion are replaced by their jackknife estimators. In order to establish the validity of the empirical Edgeworth expansion (in probability), we prove the consistency of the jackknife estimators.  相似文献   

18.
We give an Edgeworth expansion for densities of order statistics with fixed rank k.The Edgeworth expansion for densities of extreme values is then obtained as a special case k=1.  相似文献   

19.
In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the error bound are given, which show that the derived bound is sufficiently small for practical use.  相似文献   

20.
In the Koziol-Green or proportional hazards random censorship model, the asymptotic accuracy of the estimated one-term Edgeworth expansion and the smoothed bootstrap approximation for the Studentized Abdushukurov-Cheng-Lin estimator is investigated. It is shown that both the Edgeworth expansion estimate and the bootstrap approximation are asymptotically closer to the exact distribution of the Studentized Abdushukurov-Cheng-Lin estimator than the normal approximation.  相似文献   

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