样本函数条件极值中减低偏差的方法

对样本函数条件极值中偏差项的阶进行了分析,探讨了减低偏差项的方法,分析表明古典折刀法、减-d折刀法均不能减低偏差项;在此基础上,提出了减低偏差项的自助法,并论证了在均方误差意义下,θnab是一种较优的估计.

Bias Reduction Methods for the Extrema of Certain ConditionalSample Functions

The order of bias term in the conditional extrema of sample functions is analyzed and some methods for bias reduction are discussed in this paper. It comes to a conclusion that it is not enough for bias reduction while using the classical jackknife or delete-d jackknife method. On the basis of that, a bootstrapping method for bias reduction is mentioned and it is proven that $\theta_{nab}$is a better estimator in the sense of {\rm mse}